Stefan
79 lines
2.5 KiB
Python
79 lines
2.5 KiB
Python
"""
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exchange.py — Kraken connector via CCXT
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Verantwoordelijk voor: marktdata ophalen, OHLCV, ticker info
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"""
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import ccxt
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import os
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import pandas as pd
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from typing import Optional
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import logging
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logger = logging.getLogger(__name__)
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def get_exchange() -> ccxt.kraken:
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"""Initialiseer Kraken exchange connectie."""
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return ccxt.kraken({
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"apiKey": os.getenv("KRAKEN_API_KEY", ""),
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"secret": os.getenv("KRAKEN_SECRET", ""),
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"enableRateLimit": True,
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"options": {
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"defaultType": "spot",
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}
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})
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# Universe van tradeable pairs — uitbreidbaar
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TRADING_UNIVERSE = [
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"BTC/EUR", "ETH/EUR", "SOL/EUR", "ADA/EUR",
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"XRP/EUR", "DOT/EUR", "MATIC/EUR", "LINK/EUR",
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"AVAX/EUR", "ATOM/EUR", "UNI/EUR", "LTC/EUR",
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"ALGO/EUR", "NEAR/EUR", "FTM/EUR", "MANA/EUR",
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"SAND/EUR", "DOGE/EUR", "SHIB/EUR", "OP/EUR",
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]
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def fetch_ohlcv(symbol: str, timeframe: str = "5m", limit: int = 100) -> pd.DataFrame:
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"""
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Haal OHLCV candledata op voor een pair.
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Timeframe: 1m, 5m, 15m, 1h, 4h, 1d
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"""
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exchange = get_exchange()
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try:
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raw = exchange.fetch_ohlcv(symbol, timeframe=timeframe, limit=limit)
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df = pd.DataFrame(raw, columns=["timestamp", "open", "high", "low", "close", "volume"])
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df["timestamp"] = pd.to_datetime(df["timestamp"], unit="ms")
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df.set_index("timestamp", inplace=True)
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return df
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except Exception as e:
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logger.error(f"OHLCV fetch mislukt voor {symbol}: {e}")
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return pd.DataFrame()
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def fetch_tickers(symbols: Optional[list[str]] = None) -> dict:
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"""
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Haal huidige ticker data op voor meerdere pairs tegelijk.
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Geeft dict terug met per symbol: prijs, volume, change%.
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"""
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exchange = get_exchange()
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targets = symbols or TRADING_UNIVERSE
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result = {}
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try:
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tickers = exchange.fetch_tickers(targets)
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for symbol, ticker in tickers.items():
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result[symbol] = {
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"symbol": symbol,
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"price": ticker.get("last") or 0,
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"volume_24h": ticker.get("quoteVolume") or 0,
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"change_24h": ticker.get("percentage") or 0,
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"high_24h": ticker.get("high") or 0,
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"low_24h": ticker.get("low") or 0,
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"bid": ticker.get("bid") or 0,
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"ask": ticker.get("ask") or 0,
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}
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except Exception as e:
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logger.error(f"Ticker fetch mislukt: {e}")
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return result
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