fetch_pair_volatility changes

utils/fetch_pair_volatility.py

@@ -17,7 +17,7 @@ def write_to_log(message):
     Writes a message to the log file
     '''
     with open("log.txt", "a") as f:
-        f.write(message)
+        f.write(f"{message}\n")
 
 
 def yang_zhang(candles):
@@ -111,56 +111,41 @@ def get_pair_list(broker, inclusions = ["/USDT"], exclusions = []):
     return pair_list
     
 
-def fetch_data(broker: str, pair_list: list, timeframe: str, samples: int):
+def fetch_data(broker: str, pair: str, timeframe: str, samples: int):
     """
     Fetch data from exchange
     """
-
-    global volatilities
-
-    wait_time = .5       #Sleep time between requests
+ 
     index = 0
 
-    exchange = getattr(ccxt, broker)
-    exchange = exchange({   
-        "apiKey": "",
-        "secret": "",
-        "password": "",                                 
-        "timeout": 30000,
-        "enableRateLimit": True
-    })
+    trading_volume = 0
+    index += 1
+    try:
+        data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples)
+    except Exception as e:
+        write_to_log(str(e))
+        return None
+    try:
+        parkinson_volatility = parkinson(data)
+        yangzhang_volatility = yang_zhang(data)
+    except Exception as e:
+        write_to_log(str(e))
+        return None
+    for item in data:
+        trading_volume += item[4]*item[5]    
     
-    for pair in pair_list:
-        trading_volume = 0
-        index += 1
-        try:
-            data = exchange.fetch_ohlcv(pair,timeframe=timeframe,limit=samples)
-        except Exception as e:
-            write_to_log(str(e))
-            continue
-        try:
-            parkinson_volatility = parkinson(data)
-            yangzhang_volatility = yang_zhang(data)
-        except Exception as e:
-            write_to_log(str(e))
-            continue
-        for item in data:
-            trading_volume += item[4]*item[5]    
-        volatilities[pair] = [round(yangzhang_volatility*100,2),round(parkinson_volatility*100,2),int(trading_volume)]
-        print(f"{pair} on {broker} ready, {len(pair_list)-index} pairs remaining.")
-        time.sleep(wait_time)
-    
-    return 0
+    print(f"{pair} on {broker} ready, {len(pair_list)-index} pairs remaining.")
+    return [round(yangzhang_volatility*100,2),round(parkinson_volatility*100,2),int(trading_volume)]
 
 
 if __name__=="__main__":
 
     threads = []
-    pair_list = []
     volatilities = {}
     samples = 288
     timeframe = "5m"
     minimum_volume = 0
+    wait_time = .5
 
     #Create database if it does not exist
     database_connection = sqlite3.connect(f"{get_credentials('VOL_DB_PATH')['path']}{sys.argv[1]}.db")
@@ -175,8 +160,22 @@ if __name__=="__main__":
     database_connection.commit()
     database_connection.close()
 
-
-    fetch_data(sys.argv[1], get_pair_list(sys.argv[1]), timeframe, samples)
+    exchange = getattr(ccxt, sys.argv[1])
+    exchange = exchange({   
+        "apiKey": "",
+        "secret": "",
+        "password": "",                                 
+        "timeout": 30000,
+        "enableRateLimit": True
+    })
+    
+    pair_list = get_pair_list(sys.argv[1],inclusions = ["/USDT"], exclusions = [])
+    
+    for pair in pair_list:
+        data = fetch_data(exchange, pair, timeframe, samples)
+        if data is not None:
+            volatilities[pair] = data
+        time.sleep(wait_time)
         
     write_to_db(sys.argv[1],volatilities)