mirror of
https://github.com/bitcoinresearchkit/brk.git
synced 2026-07-20 07:28:11 -07:00
fetcher: support new api
This commit is contained in:
@@ -1,4 +1,7 @@
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use std::ops::Add;
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use std::{
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fmt,
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ops::{Add, Rem},
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};
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use serde::Serialize;
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use serde::Serialize;
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// use color_eyre::eyre::eyre;
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// use color_eyre::eyre::eyre;
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@@ -77,3 +80,16 @@ impl CheckedSub for DateIndex {
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self.0.checked_sub(rhs.0).map(Self)
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self.0.checked_sub(rhs.0).map(Self)
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}
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}
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}
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}
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impl Rem<usize> for DateIndex {
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type Output = Self;
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fn rem(self, rhs: usize) -> Self::Output {
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Self(self.0 % rhs as u16)
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}
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}
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impl fmt::Display for DateIndex {
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fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
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write!(f, "{}", self.0)
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}
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}
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@@ -1,11 +1,15 @@
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use brk_core::Date;
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use brk_core::{Date, Height};
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use brk_fetcher::Fetcher;
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use brk_fetcher::{BRK, Fetcher};
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fn main() -> color_eyre::Result<()> {
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fn main() -> color_eyre::Result<()> {
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color_eyre::install()?;
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color_eyre::install()?;
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brk_logger::init(None);
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brk_logger::init(None);
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let mut brk = BRK::default();
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dbg!(brk.get_from_height(Height::new(900_000))?);
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dbg!(brk.get_from_date(Date::new(2025, 6, 7))?);
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let mut fetcher = Fetcher::import(None)?;
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let mut fetcher = Fetcher::import(None)?;
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dbg!(fetcher.get_date(Date::new(2025, 6, 5))?);
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dbg!(fetcher.get_date(Date::new(2025, 6, 5))?);
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@@ -0,0 +1,143 @@
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use std::collections::BTreeMap;
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use brk_core::{Cents, CheckedSub, Date, DateIndex, Height, OHLCCents};
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use color_eyre::eyre::{ContextCompat, eyre};
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use log::info;
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use serde_json::Value;
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use crate::{Close, Dollars, High, Low, Open, fetchers::retry};
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#[derive(Default, Clone)]
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pub struct BRK {
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height_to_ohlc: BTreeMap<Height, Vec<OHLCCents>>,
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dateindex_to_ohlc: BTreeMap<DateIndex, Vec<OHLCCents>>,
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}
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const API_URL: &str = "https://bitcoinresearchkit.org/api";
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const RETRIES: usize = 10;
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const CHUNK_SIZE: usize = 10_000;
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impl BRK {
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pub fn get_from_height(&mut self, height: Height) -> color_eyre::Result<OHLCCents> {
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let key = height.checked_sub(height % CHUNK_SIZE).unwrap();
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#[allow(clippy::map_entry)]
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if !self.height_to_ohlc.contains_key(&key)
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|| ((key + self.height_to_ohlc.get(&key).unwrap().len()) <= height)
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{
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self.height_to_ohlc.insert(
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key,
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Self::fetch_height_prices(key).inspect_err(|e| {
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dbg!(e);
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})?,
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);
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}
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self.height_to_ohlc
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.get(&key)
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.unwrap()
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.get(usize::from(height.checked_sub(key).unwrap()))
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.cloned()
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.ok_or(eyre!("Couldn't find height in kibo"))
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}
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fn fetch_height_prices(height: Height) -> color_eyre::Result<Vec<OHLCCents>> {
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info!("Fetching Kibo height {height} prices...");
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retry(
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|_| {
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let url = format!(
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"{API_URL}/query?index=height&values=ohlc&from={}&to={}",
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height,
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height + CHUNK_SIZE
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);
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let body: Value = minreq::get(url).send()?.json()?;
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body.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(Self::value_to_ohlc)
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.collect::<Result<Vec<_>, _>>()
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},
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30,
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RETRIES,
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)
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}
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pub fn get_from_date(&mut self, date: Date) -> color_eyre::Result<OHLCCents> {
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let dateindex = DateIndex::try_from(date)?;
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let key = dateindex.checked_sub(dateindex % CHUNK_SIZE).unwrap();
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#[allow(clippy::map_entry)]
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if !self.dateindex_to_ohlc.contains_key(&key)
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|| ((key + self.dateindex_to_ohlc.get(&key).unwrap().len()) <= dateindex)
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{
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self.dateindex_to_ohlc.insert(
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key,
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Self::fetch_date_prices(key).inspect_err(|e| {
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dbg!(e);
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})?,
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);
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}
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self.dateindex_to_ohlc
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.get(&key)
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.unwrap()
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.get(usize::from(dateindex.checked_sub(key).unwrap()))
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.cloned()
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.ok_or(eyre!("Couldn't find date in kibo"))
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}
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fn fetch_date_prices(dateindex: DateIndex) -> color_eyre::Result<Vec<OHLCCents>> {
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info!("Fetching Kibo dateindex {dateindex} prices...");
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retry(
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|_| {
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let url = format!(
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"{API_URL}/query?index=dateindex&values=ohlc&from={}&to={}",
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dateindex,
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dateindex + CHUNK_SIZE
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);
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let body: Value = minreq::get(url).send()?.json()?;
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body.as_array()
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.context("Expect to be an array")?
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.iter()
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.map(Self::value_to_ohlc)
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.collect::<Result<Vec<_>, _>>()
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},
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30,
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RETRIES,
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)
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}
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fn value_to_ohlc(value: &Value) -> color_eyre::Result<OHLCCents> {
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let ohlc = value.as_array().context("Expect as_array to work")?;
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let get_value = |index: usize| -> color_eyre::Result<_> {
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Ok(Cents::from(Dollars::from(
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ohlc.get(index)
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.context("Expect index key to work")?
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.as_f64()
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.context("Expect as_f64 to work")?,
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)))
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};
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Ok(OHLCCents::from((
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Open::new(get_value(0)?),
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High::new(get_value(1)?),
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Low::new(get_value(2)?),
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Close::new(get_value(3)?),
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)))
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}
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pub fn clear(&mut self) {
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self.height_to_ohlc.clear();
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self.dateindex_to_ohlc.clear();
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}
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}
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@@ -1,155 +0,0 @@
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use std::{collections::BTreeMap, str::FromStr};
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use brk_core::{CheckedSub, Date, Height, OHLCCents};
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use color_eyre::eyre::{ContextCompat, eyre};
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use log::info;
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use serde_json::Value;
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use crate::{Cents, Close, Dollars, High, Low, Open, fetchers::retry};
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#[derive(Default, Clone)]
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pub struct Kibo {
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height_to_ohlc_vec: BTreeMap<Height, Vec<OHLCCents>>,
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year_to_date_to_ohlc: BTreeMap<u16, BTreeMap<Date, OHLCCents>>,
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}
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const KIBO_OFFICIAL_URL: &str = "https://kibo.money/api";
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const RETRIES: usize = 10;
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impl Kibo {
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pub fn get_from_height(&mut self, height: Height) -> color_eyre::Result<OHLCCents> {
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let key = height.checked_sub(height % 10_000).unwrap_or_default();
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#[allow(clippy::map_entry)]
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if !self.height_to_ohlc_vec.contains_key(&key)
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|| ((key + self.height_to_ohlc_vec.get(&key).unwrap().len()) <= height)
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{
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self.height_to_ohlc_vec.insert(
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key,
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Self::fetch_height_prices(key).inspect_err(|e| {
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dbg!(e);
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})?,
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);
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}
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self.height_to_ohlc_vec
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.get(&key)
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.unwrap()
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.get(usize::from(height.checked_sub(key).unwrap()))
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.cloned()
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.ok_or(eyre!("Couldn't find height in kibo"))
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}
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fn fetch_height_prices(height: Height) -> color_eyre::Result<Vec<OHLCCents>> {
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info!("Fetching Kibo height {height} prices...");
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retry(
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|_| {
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let url = format!("{KIBO_OFFICIAL_URL}/height-to-price?chunk={}", height);
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let body: Value = minreq::get(url).send()?.json()?;
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body.as_object()
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.context("Expect to be an object")?
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.get("dataset")
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.context("Expect object to have dataset")?
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.as_object()
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.context("Expect to be an object")?
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.get("map")
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.context("Expect to have map")?
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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(Self::value_to_ohlc)
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.collect::<Result<Vec<_>, _>>()
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},
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30,
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RETRIES,
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)
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}
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pub fn get_from_date(&mut self, date: &Date) -> color_eyre::Result<OHLCCents> {
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let year = date.year();
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#[allow(clippy::map_entry)]
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if !self.year_to_date_to_ohlc.contains_key(&year)
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|| self
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.year_to_date_to_ohlc
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.get(&year)
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.unwrap()
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.last_key_value()
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.unwrap()
|
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.0
|
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<= date
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{
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self.year_to_date_to_ohlc
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.insert(year, Self::fetch_date_prices(year)?);
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}
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|
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self.year_to_date_to_ohlc
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.get(&year)
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.unwrap()
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.get(date)
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.cloned()
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.ok_or(eyre!("Couldn't find date in kibo"))
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}
|
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|
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fn fetch_date_prices(year: u16) -> color_eyre::Result<BTreeMap<Date, OHLCCents>> {
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info!("Fetching Kibo date {year} prices...");
|
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|
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retry(
|
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|_| {
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let body: Value =
|
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minreq::get(format!("{KIBO_OFFICIAL_URL}/date-to-price?chunk={}", year))
|
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.send()?
|
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.json()?;
|
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|
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body.as_object()
|
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.context("Expect to be an object")?
|
|
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.get("dataset")
|
|
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.context("Expect object to have dataset")?
|
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.as_object()
|
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.context("Expect to be an object")?
|
|
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.get("map")
|
|
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.context("Expect to have map")?
|
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.as_object()
|
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.context("Expect to be an object")?
|
|
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.iter()
|
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.map(|(serialized_date, value)| -> color_eyre::Result<_> {
|
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let date =
|
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Date::from(jiff::civil::Date::from_str(serialized_date).unwrap());
|
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Ok((date, Self::value_to_ohlc(value)?))
|
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})
|
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.collect::<Result<BTreeMap<_, _>, _>>()
|
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},
|
|
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30,
|
|
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RETRIES,
|
|
||||||
)
|
|
||||||
}
|
|
||||||
|
|
||||||
fn value_to_ohlc(value: &Value) -> color_eyre::Result<OHLCCents> {
|
|
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let ohlc = value.as_object().context("Expect as_object to work")?;
|
|
||||||
|
|
||||||
let get_value = |key: &str| -> color_eyre::Result<_> {
|
|
||||||
Ok(Cents::from(Dollars::from(
|
|
||||||
ohlc.get(key)
|
|
||||||
.context("Expect get key to work")?
|
|
||||||
.as_f64()
|
|
||||||
.context("Expect as_f64 to work")?,
|
|
||||||
)))
|
|
||||||
};
|
|
||||||
|
|
||||||
Ok(OHLCCents::from((
|
|
||||||
Open::new(get_value("open")?),
|
|
||||||
High::new(get_value("high")?),
|
|
||||||
Low::new(get_value("low")?),
|
|
||||||
Close::new(get_value("close")?),
|
|
||||||
)))
|
|
||||||
}
|
|
||||||
|
|
||||||
pub fn clear(&mut self) {
|
|
||||||
self.height_to_ohlc_vec.clear();
|
|
||||||
self.year_to_date_to_ohlc.clear();
|
|
||||||
}
|
|
||||||
}
|
|
||||||
@@ -1,9 +1,9 @@
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mod binance;
|
mod binance;
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||||||
// mod kibo;
|
mod brk;
|
||||||
mod kraken;
|
mod kraken;
|
||||||
mod retry;
|
mod retry;
|
||||||
|
|
||||||
pub use binance::*;
|
pub use binance::*;
|
||||||
// pub use kibo::*;
|
pub use brk::*;
|
||||||
pub use kraken::*;
|
pub use kraken::*;
|
||||||
use retry::*;
|
use retry::*;
|
||||||
|
|||||||
@@ -10,7 +10,7 @@ use color_eyre::eyre::Error;
|
|||||||
|
|
||||||
mod fetchers;
|
mod fetchers;
|
||||||
|
|
||||||
use fetchers::*;
|
pub use fetchers::*;
|
||||||
use log::info;
|
use log::info;
|
||||||
|
|
||||||
const TRIES: usize = 12 * 60;
|
const TRIES: usize = 12 * 60;
|
||||||
@@ -19,7 +19,7 @@ const TRIES: usize = 12 * 60;
|
|||||||
pub struct Fetcher {
|
pub struct Fetcher {
|
||||||
binance: Binance,
|
binance: Binance,
|
||||||
kraken: Kraken,
|
kraken: Kraken,
|
||||||
// kibo: Kibo,
|
brk: BRK,
|
||||||
}
|
}
|
||||||
|
|
||||||
impl Fetcher {
|
impl Fetcher {
|
||||||
@@ -31,7 +31,7 @@ impl Fetcher {
|
|||||||
Ok(Self {
|
Ok(Self {
|
||||||
binance: Binance::init(hars_path),
|
binance: Binance::init(hars_path),
|
||||||
kraken: Kraken::default(),
|
kraken: Kraken::default(),
|
||||||
// kibo: Kibo::default(),
|
brk: BRK::default(),
|
||||||
})
|
})
|
||||||
}
|
}
|
||||||
|
|
||||||
@@ -46,6 +46,10 @@ impl Fetcher {
|
|||||||
// eprintln!("{e}");
|
// eprintln!("{e}");
|
||||||
self.kraken.get_from_1d(&date)
|
self.kraken.get_from_1d(&date)
|
||||||
})
|
})
|
||||||
|
.or_else(|_| {
|
||||||
|
// eprintln!("{e}");
|
||||||
|
self.brk.get_from_date(date)
|
||||||
|
})
|
||||||
.or_else(|e| {
|
.or_else(|e| {
|
||||||
sleep(Duration::from_secs(60));
|
sleep(Duration::from_secs(60));
|
||||||
|
|
||||||
@@ -94,28 +98,28 @@ impl Fetcher {
|
|||||||
.get_from_1mn(timestamp, previous_timestamp)
|
.get_from_1mn(timestamp, previous_timestamp)
|
||||||
.unwrap_or_else(|_report| {
|
.unwrap_or_else(|_report| {
|
||||||
// // eprintln!("{_report}");
|
// // eprintln!("{_report}");
|
||||||
// self.kibo.get_from_height(height).unwrap_or_else(|_report| {
|
self.brk.get_from_height(height).unwrap_or_else(|_report| {
|
||||||
// eprintln!("{_report}");
|
// eprintln!("{_report}");
|
||||||
|
|
||||||
sleep(Duration::from_secs(60));
|
sleep(Duration::from_secs(60));
|
||||||
|
|
||||||
if tries < TRIES {
|
if tries < TRIES {
|
||||||
self.clear();
|
self.clear();
|
||||||
|
|
||||||
info!("Retrying to fetch height prices...");
|
info!("Retrying to fetch height prices...");
|
||||||
// dbg!((height, timestamp, previous_timestamp));
|
// dbg!((height, timestamp, previous_timestamp));
|
||||||
|
|
||||||
return self
|
return self
|
||||||
.get_height_(height, timestamp, previous_timestamp, tries + 1)
|
.get_height_(height, timestamp, previous_timestamp, tries + 1)
|
||||||
.unwrap();
|
.unwrap();
|
||||||
}
|
}
|
||||||
|
|
||||||
info!("Failed to fetch height prices");
|
info!("Failed to fetch height prices");
|
||||||
|
|
||||||
let date = Date::from(timestamp);
|
let date = Date::from(timestamp);
|
||||||
// eprintln!("{e}");
|
// eprintln!("{e}");
|
||||||
panic!(
|
panic!(
|
||||||
"
|
"
|
||||||
Can't find the price for: height: {height} - date: {date}
|
Can't find the price for: height: {height} - date: {date}
|
||||||
1mn APIs are limited to the last 16 hours for Binance's and the last 10 hours for Kraken's
|
1mn APIs are limited to the last 16 hours for Binance's and the last 10 hours for Kraken's
|
||||||
How to fix this:
|
How to fix this:
|
||||||
@@ -130,8 +134,8 @@ How to fix this:
|
|||||||
8. Export to a har file (if there is no explicit button, click on the cog button)
|
8. Export to a har file (if there is no explicit button, click on the cog button)
|
||||||
9. Move the file to 'parser/imports/binance.har'
|
9. Move the file to 'parser/imports/binance.har'
|
||||||
"
|
"
|
||||||
)
|
)
|
||||||
// })
|
})
|
||||||
})
|
})
|
||||||
});
|
});
|
||||||
|
|
||||||
@@ -182,7 +186,7 @@ How to fix this:
|
|||||||
|
|
||||||
pub fn clear(&mut self) {
|
pub fn clear(&mut self) {
|
||||||
self.binance.clear();
|
self.binance.clear();
|
||||||
// self.kibo.clear();
|
self.brk.clear();
|
||||||
self.kraken.clear();
|
self.kraken.clear();
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
|
|||||||
Reference in New Issue
Block a user