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Update app.py
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app.py
CHANGED
@@ -10,14 +10,10 @@ logging.basicConfig(level=logging.INFO)
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# OKX endpoints & utility
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########################################
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# 1) GET symbols (spot tickers)
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OKX_TICKERS_ENDPOINT = "https://www.okx.com/api/v5/market/tickers?instType=SPOT"
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# 2) GET historical candles for a symbol
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# e.g. https://www.okx.com/api/v5/market/candles?instId=BTC-USDT&bar=1H&limit=100
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OKX_CANDLE_ENDPOINT = "https://www.okx.com/api/v5/market/candles"
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#
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TIMEFRAME_MAPPING = {
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"1m": "1m",
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"5m": "5m",
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@@ -29,7 +25,7 @@ TIMEFRAME_MAPPING = {
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"6h": "6H",
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"12h": "12H",
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"1d": "1D",
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"1w": "1W",
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}
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def fetch_okx_symbols():
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@@ -63,8 +59,22 @@ def fetch_okx_symbols():
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def fetch_okx_candles(symbol, timeframe="1H", limit=100):
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"""
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Fetch historical candle data for a symbol from OKX.
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"""
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logging.info(f"Fetching {limit} candles for {symbol} @ {timeframe} from OKX...")
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params = {
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@@ -83,28 +93,47 @@ def fetch_okx_candles(symbol, timeframe="1H", limit=100):
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logging.error(msg)
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return pd.DataFrame(), msg
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# Data looks like: ["1673684400000", "20923.7", "20952.5", "20881.3", "20945.8", "927.879", "19412314.5671"]
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# Let's parse columns: [0] ts, [1] open, [2] high, [3] low, [4] close, [5] volume, [6] ??? quoteVol
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items = json_data.get("data", [])
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if not items:
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warning_msg = f"No candle data returned for {symbol}."
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logging.warning(warning_msg)
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return pd.DataFrame(), warning_msg
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#
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# OKX returns the most recent data first, so we invert it for chronological order
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items.reverse()
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
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].astype(float)
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logging.info(f"Fetched {len(df)} rows for {symbol}.")
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return df, ""
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except Exception as e:
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err_msg = f"Error fetching candles for {symbol}: {e}"
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logging.error(err_msg)
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@@ -154,7 +183,7 @@ def prophet_wrapper(df_prophet, forecast_steps, freq):
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if err:
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return pd.DataFrame(), err
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# Only keep
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future_only = full_forecast.iloc[len(df_prophet):, ["ds", "yhat", "yhat_lower", "yhat_upper"]]
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return future_only, ""
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@@ -169,15 +198,15 @@ def predict(symbol, timeframe, forecast_steps):
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# Convert user timeframe to OKX bar param
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okx_bar = TIMEFRAME_MAPPING.get(timeframe, "1H")
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# Let
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df_raw, err = fetch_okx_candles(symbol, timeframe=okx_bar, limit=500)
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if err:
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return pd.DataFrame(), err
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df_prophet = prepare_data_for_prophet(df_raw)
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# We'll
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freq = "H" if "h" in timeframe.lower() else "D"
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future_df, err2 = prophet_wrapper(df_prophet, forecast_steps, freq)
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if err2:
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@@ -205,8 +234,8 @@ def main():
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gr.Markdown("# OKX Price Forecasting with Prophet")
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gr.Markdown(
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"This app uses OKX's spot market candles to predict future price movements. "
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"
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"
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)
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symbol_dd = gr.Dropdown(
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@@ -239,7 +268,7 @@ def main():
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)
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gr.Markdown(
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"
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"[crypto trading bot](https://www.gunbot.com)."
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)
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# OKX endpoints & utility
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########################################
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OKX_TICKERS_ENDPOINT = "https://www.okx.com/api/v5/market/tickers?instType=SPOT"
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OKX_CANDLE_ENDPOINT = "https://www.okx.com/api/v5/market/candles"
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# For demonstration, only these mappings
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TIMEFRAME_MAPPING = {
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"1m": "1m",
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"5m": "5m",
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"6h": "6H",
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"12h": "12H",
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"1d": "1D",
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"1w": "1W",
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}
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def fetch_okx_symbols():
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def fetch_okx_candles(symbol, timeframe="1H", limit=100):
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"""
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Fetch historical candle data for a symbol from OKX.
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OKX data columns:
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[ts, o, h, l, c, vol, volCcy, volCcyQuote, confirm]
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Example:
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[
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"1597026383085", # ts
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"3.721", # o
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"3.743", # h
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"3.677", # l
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"3.708", # c
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"8422410", # vol
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"22698348.04828491", # volCcy
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"12698348.04828491", # volCcyQuote
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"0" # confirm
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]
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"""
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logging.info(f"Fetching {limit} candles for {symbol} @ {timeframe} from OKX...")
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params = {
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logging.error(msg)
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return pd.DataFrame(), msg
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items = json_data.get("data", [])
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if not items:
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warning_msg = f"No candle data returned for {symbol}."
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logging.warning(warning_msg)
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return pd.DataFrame(), warning_msg
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# OKX returns newest data first, so reverse to chronological
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items.reverse()
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# Expecting 9 columns per the docs
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columns = [
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"ts", # timestamp
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"o", # open
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"h", # high
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"l", # low
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"c", # close
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"vol", # volume (base currency)
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"volCcy", # volume in quote currency (for SPOT)
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"volCcyQuote",
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"confirm"
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]
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df = pd.DataFrame(items, columns=columns)
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# Rename columns to be more descriptive or consistent
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df.rename(columns={
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"ts": "timestamp",
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"o": "open",
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"h": "high",
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"l": "low",
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"c": "close"
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}, inplace=True)
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# Convert numeric columns
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# 'confirm' often is "0" or "1" string, which you can parse as float or int if you want
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
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numeric_cols = ["open", "high", "low", "close", "vol", "volCcy", "volCcyQuote", "confirm"]
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df[numeric_cols] = df[numeric_cols].astype(float)
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logging.info(f"Fetched {len(df)} rows for {symbol}.")
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return df, ""
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except Exception as e:
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err_msg = f"Error fetching candles for {symbol}: {e}"
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logging.error(err_msg)
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if err:
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return pd.DataFrame(), err
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# Only keep newly generated portion
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future_only = full_forecast.iloc[len(df_prophet):, ["ds", "yhat", "yhat_lower", "yhat_upper"]]
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return future_only, ""
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# Convert user timeframe to OKX bar param
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okx_bar = TIMEFRAME_MAPPING.get(timeframe, "1H")
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# Let's fetch 500 candles
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df_raw, err = fetch_okx_candles(symbol, timeframe=okx_bar, limit=500)
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if err:
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return pd.DataFrame(), err
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df_prophet = prepare_data_for_prophet(df_raw)
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# We'll guess the freq for Prophet: if timeframe has 'h', let's use 'H', else 'D'
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freq = "H" if "h" in timeframe.lower() else "D"
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future_df, err2 = prophet_wrapper(df_prophet, forecast_steps, freq)
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if err2:
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gr.Markdown("# OKX Price Forecasting with Prophet")
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gr.Markdown(
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"This app uses OKX's spot market candles to predict future price movements. "
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"It requests up to 500 candles (1,440 max on OKX side). If you get errors, "
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"please try a different symbol or timeframe."
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)
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symbol_dd = gr.Dropdown(
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)
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gr.Markdown(
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"Need more tools? Check out this "
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"[crypto trading bot](https://www.gunbot.com)."
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)
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