Initial public release
This commit is contained in:
0
hydra/supplemental/__init__.py
Normal file
0
hydra/supplemental/__init__.py
Normal file
73
hydra/supplemental/events.py
Normal file
73
hydra/supplemental/events.py
Normal file
@@ -0,0 +1,73 @@
|
||||
# hydra/supplemental/events.py
|
||||
import asyncio
|
||||
import json
|
||||
import httpx
|
||||
from hydra.logging.setup import get_logger
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
_EVENTS_KEY = "hydra:events:upcoming"
|
||||
_API_URL = "https://api.coinmarketcal.com/v1/events"
|
||||
_DEFAULT_INTERVAL = 3600
|
||||
|
||||
|
||||
class EventCalendarPoller:
|
||||
def __init__(self, redis_client, api_key: str = "",
|
||||
interval_sec: int = _DEFAULT_INTERVAL):
|
||||
self._redis = redis_client
|
||||
self._api_key = api_key
|
||||
self._interval = interval_sec
|
||||
|
||||
async def _fetch(self) -> list[dict]:
|
||||
if not self._api_key:
|
||||
return []
|
||||
try:
|
||||
async with httpx.AsyncClient(timeout=15) as client:
|
||||
resp = await client.get(
|
||||
_API_URL,
|
||||
headers={"x-api-key": self._api_key},
|
||||
params={"max": 10, "dateRangeEnd": "+24h"},
|
||||
)
|
||||
resp.raise_for_status()
|
||||
body = resp.json()
|
||||
events = []
|
||||
for item in body.get("body", []):
|
||||
coins = item.get("coins") or []
|
||||
symbol = coins[0].get("symbol", "") if coins else ""
|
||||
events.append({
|
||||
"title": item.get("title", ""),
|
||||
"symbol": symbol,
|
||||
"date_event": item.get("date_event", ""),
|
||||
"source": "coinmarketcal",
|
||||
})
|
||||
return events
|
||||
except Exception as e:
|
||||
logger.warning("events_fetch_error", error=str(e))
|
||||
return []
|
||||
|
||||
async def run(self) -> None:
|
||||
logger.info("events_poller_started", interval=self._interval,
|
||||
has_key=bool(self._api_key))
|
||||
while True:
|
||||
events = await self._fetch()
|
||||
await self._redis.set(_EVENTS_KEY, json.dumps(events))
|
||||
logger.debug("events_cached", count=len(events))
|
||||
await asyncio.sleep(self._interval)
|
||||
|
||||
|
||||
async def main() -> None:
|
||||
import os
|
||||
import redis.asyncio as aioredis
|
||||
from hydra.config.settings import get_settings
|
||||
settings = get_settings()
|
||||
r = aioredis.from_url(settings.redis_url, decode_responses=True)
|
||||
api_key = os.environ.get("COINMARKETCAL_API_KEY", "")
|
||||
poller = EventCalendarPoller(r, api_key=api_key)
|
||||
try:
|
||||
await poller.run()
|
||||
finally:
|
||||
await r.aclose()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
90
hydra/supplemental/orderbook.py
Normal file
90
hydra/supplemental/orderbook.py
Normal file
@@ -0,0 +1,90 @@
|
||||
# hydra/supplemental/orderbook.py
|
||||
import asyncio
|
||||
import json
|
||||
import time
|
||||
from hydra.logging.setup import get_logger
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
_INDICATOR_PREFIX = "hydra:indicator"
|
||||
_ORDERBOOK_PREFIX = "hydra:orderbook"
|
||||
_DEFAULT_INTERVAL = 30
|
||||
|
||||
|
||||
class OrderBookPoller:
|
||||
def __init__(self, redis_client, interval_sec: int = _DEFAULT_INTERVAL):
|
||||
self._redis = redis_client
|
||||
self._interval = interval_sec
|
||||
|
||||
def _get_active_symbols(self) -> list[tuple[str, str]]:
|
||||
keys = self._redis.keys(f"{_INDICATOR_PREFIX}:*")
|
||||
seen = set()
|
||||
result = []
|
||||
for key in keys:
|
||||
parts = key.split(":")
|
||||
if len(parts) < 5:
|
||||
continue
|
||||
market = parts[2]
|
||||
symbol = ":".join(parts[3:-1])
|
||||
if (market, symbol) not in seen:
|
||||
seen.add((market, symbol))
|
||||
result.append((market, symbol))
|
||||
return result
|
||||
|
||||
def _get_exchange(self, market: str):
|
||||
import ccxt
|
||||
exchange_class = getattr(ccxt, market, None)
|
||||
if exchange_class is None:
|
||||
return None
|
||||
return exchange_class()
|
||||
|
||||
def _fetch_one(self, market: str, symbol: str) -> dict | None:
|
||||
try:
|
||||
exchange = self._get_exchange(market)
|
||||
if exchange is None:
|
||||
return None
|
||||
ob = exchange.fetch_order_book(symbol, limit=5)
|
||||
bid = ob["bids"][0][0] if ob.get("bids") else None
|
||||
ask = ob["asks"][0][0] if ob.get("asks") else None
|
||||
if bid is None or ask is None:
|
||||
return None
|
||||
spread_pct = round((ask - bid) / ask * 100, 4)
|
||||
return {
|
||||
"bid": bid,
|
||||
"ask": ask,
|
||||
"spread_pct": spread_pct,
|
||||
"bids": ob["bids"][:5],
|
||||
"asks": ob["asks"][:5],
|
||||
"ts": int(time.time() * 1000),
|
||||
}
|
||||
except Exception as e:
|
||||
logger.warning("orderbook_fetch_error", market=market,
|
||||
symbol=symbol, error=str(e))
|
||||
return None
|
||||
|
||||
async def run(self) -> None:
|
||||
logger.info("orderbook_poller_started", interval=self._interval)
|
||||
while True:
|
||||
for market, symbol in self._get_active_symbols():
|
||||
data = self._fetch_one(market, symbol)
|
||||
if data:
|
||||
key = f"{_ORDERBOOK_PREFIX}:{market}:{symbol}"
|
||||
await self._redis.set(key, json.dumps(data))
|
||||
logger.debug("orderbook_cached", market=market, symbol=symbol)
|
||||
await asyncio.sleep(self._interval)
|
||||
|
||||
|
||||
async def main() -> None:
|
||||
import redis.asyncio as aioredis
|
||||
from hydra.config.settings import get_settings
|
||||
settings = get_settings()
|
||||
r = aioredis.from_url(settings.redis_url, decode_responses=True)
|
||||
poller = OrderBookPoller(r)
|
||||
try:
|
||||
await poller.run()
|
||||
finally:
|
||||
await r.aclose()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
88
hydra/supplemental/sentiment.py
Normal file
88
hydra/supplemental/sentiment.py
Normal file
@@ -0,0 +1,88 @@
|
||||
# hydra/supplemental/sentiment.py
|
||||
import asyncio
|
||||
import json
|
||||
import time
|
||||
import httpx
|
||||
from hydra.logging.setup import get_logger
|
||||
|
||||
logger = get_logger(__name__)
|
||||
|
||||
_INDICATOR_PREFIX = "hydra:indicator"
|
||||
_SENTIMENT_PREFIX = "hydra:sentiment"
|
||||
_API_URL = "https://cryptopanic.com/api/v1/posts/"
|
||||
_DEFAULT_INTERVAL = 300
|
||||
|
||||
|
||||
class SentimentPoller:
|
||||
def __init__(self, redis_client, api_key: str = "",
|
||||
interval_sec: int = _DEFAULT_INTERVAL):
|
||||
from vaderSentiment.vaderSentiment import SentimentIntensityAnalyzer
|
||||
self._redis = redis_client
|
||||
self._api_key = api_key
|
||||
self._interval = interval_sec
|
||||
self._analyzer = SentimentIntensityAnalyzer()
|
||||
|
||||
def _get_active_symbols(self) -> list[str]:
|
||||
keys = self._redis.keys(f"{_INDICATOR_PREFIX}:*")
|
||||
bases = set()
|
||||
for key in keys:
|
||||
parts = key.split(":")
|
||||
if len(parts) < 5:
|
||||
continue
|
||||
symbol = ":".join(parts[3:-1])
|
||||
base = symbol.split("/")[0] if "/" in symbol else symbol
|
||||
bases.add(base)
|
||||
return list(bases)
|
||||
|
||||
async def _fetch_news(self, symbol: str) -> list[str]:
|
||||
try:
|
||||
params: dict = {"currencies": symbol, "public": "true"}
|
||||
if self._api_key:
|
||||
params["auth_token"] = self._api_key
|
||||
async with httpx.AsyncClient(timeout=15) as client:
|
||||
resp = await client.get(_API_URL, params=params)
|
||||
resp.raise_for_status()
|
||||
results = resp.json().get("results", [])
|
||||
return [item["title"] for item in results if item.get("title")]
|
||||
except Exception as e:
|
||||
logger.warning("sentiment_fetch_error", symbol=symbol, error=str(e))
|
||||
return []
|
||||
|
||||
def _score(self, headlines: list[str]) -> float:
|
||||
if not headlines:
|
||||
return 0.0
|
||||
scores = [self._analyzer.polarity_scores(h)["compound"] for h in headlines]
|
||||
return round(sum(scores) / len(scores), 4)
|
||||
|
||||
async def run(self) -> None:
|
||||
logger.info("sentiment_poller_started", interval=self._interval)
|
||||
while True:
|
||||
for symbol in self._get_active_symbols():
|
||||
headlines = await self._fetch_news(symbol)
|
||||
score = self._score(headlines)
|
||||
key = f"{_SENTIMENT_PREFIX}:{symbol}"
|
||||
await self._redis.set(key, json.dumps({
|
||||
"score": score,
|
||||
"article_count": len(headlines),
|
||||
"ts": int(time.time() * 1000),
|
||||
}))
|
||||
logger.debug("sentiment_cached", symbol=symbol, score=score)
|
||||
await asyncio.sleep(self._interval)
|
||||
|
||||
|
||||
async def main() -> None:
|
||||
import os
|
||||
import redis.asyncio as aioredis
|
||||
from hydra.config.settings import get_settings
|
||||
settings = get_settings()
|
||||
r = aioredis.from_url(settings.redis_url, decode_responses=True)
|
||||
api_key = os.environ.get("CRYPTOPANIC_API_KEY", "")
|
||||
poller = SentimentPoller(r, api_key=api_key)
|
||||
try:
|
||||
await poller.run()
|
||||
finally:
|
||||
await r.aclose()
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
asyncio.run(main())
|
||||
Reference in New Issue
Block a user