Add historical data

This commit is contained in:
Nayshins
2024-12-24 12:50:21 -08:00
parent 2b90e9b11e
commit b16f836f0e
2 changed files with 376 additions and 8 deletions
+181 -8
View File
@@ -5,6 +5,7 @@ import mcp.types as types
from mcp.server import Server, NotificationOptions
from mcp.server.models import InitializationOptions
import mcp.server.stdio
from datetime import datetime, timedelta
# Initialize server
server = Server("crypto-server")
@@ -15,7 +16,7 @@ SUPPORTED_EXCHANGES = {
'coinbase': ccxt.coinbase,
'kraken': ccxt.kraken,
'kucoin': ccxt.kucoin,
'ftx': ccxt.hyperliquid,
'hyperliquid': ccxt.hyperliquid,
'huobi': ccxt.huobi,
'bitfinex': ccxt.bitfinex,
'bybit': ccxt.bybit,
@@ -26,6 +27,7 @@ SUPPORTED_EXCHANGES = {
# Exchange instances cache
exchange_instances = {}
async def get_exchange(exchange_id: str) -> ccxt.Exchange:
"""Get or create an exchange instance."""
exchange_id = exchange_id.lower()
@@ -38,6 +40,7 @@ async def get_exchange(exchange_id: str) -> ccxt.Exchange:
return exchange_instances[exchange_id]
async def format_ticker(ticker: Dict[str, Any], exchange_id: str) -> str:
"""Format ticker data into a readable string."""
return (
@@ -52,6 +55,7 @@ async def format_ticker(ticker: Dict[str, Any], exchange_id: str) -> str:
"---"
)
def get_exchange_schema() -> Dict[str, Any]:
"""Get the JSON schema for exchange selection."""
return {
@@ -61,10 +65,43 @@ def get_exchange_schema() -> Dict[str, Any]:
"default": "binance"
}
def format_ohlcv_data(ohlcv_data: List[List], timeframe: str) -> str:
"""Format OHLCV data into a readable string with price changes."""
formatted_data = []
for i, candle in enumerate(ohlcv_data):
timestamp, open_price, high, low, close, volume = candle
# Calculate price change from previous close if available
price_change = ""
if i > 0:
prev_close = ohlcv_data[i-1][4]
change_pct = ((close - prev_close) / prev_close) * 100
price_change = f"Change: {change_pct:+.2f}%"
# Format the candle data
dt = datetime.fromtimestamp(timestamp/1000).strftime('%Y-%m-%d %H:%M:%S')
candle_str = (
f"Time: {dt}\n"
f"Open: {open_price:.8f}\n"
f"High: {high:.8f}\n"
f"Low: {low:.8f}\n"
f"Close: {close:.8f}\n"
f"Volume: {volume:.2f}\n"
f"{price_change}\n"
"---"
)
formatted_data.append(candle_str)
return "\n".join(formatted_data)
@server.list_tools()
async def handle_list_tools() -> List[types.Tool]:
"""List available cryptocurrency tools."""
return [
# Market Data Tools
types.Tool(
name="get-price",
description="Get current price of a cryptocurrency pair from a specific exchange",
@@ -116,7 +153,71 @@ async def handle_list_tools() -> List[types.Tool]:
"type": "object",
"properties": {}
},
)
),
# Historical Data Tools
types.Tool(
name="get-historical-ohlcv",
description="Get historical OHLCV (candlestick) data for a trading pair",
inputSchema={
"type": "object",
"properties": {
"symbol": {
"type": "string",
"description": "Trading pair symbol (e.g., BTC/USDT, ETH/USDT)",
},
"timeframe": {
"type": "string",
"description": "Timeframe for candlesticks (e.g., 1m, 5m, 15m, 1h, 4h, 1d)",
"enum": ["1m", "5m", "15m", "1h", "4h", "1d"],
"default": "1h"
},
"days_back": {
"type": "number",
"description": "Number of days of historical data to fetch (default: 7, max: 30)",
"default": 7,
"maximum": 30
},
"exchange": get_exchange_schema()
},
"required": ["symbol"],
},
),
types.Tool(
name="get-price-change",
description="Get price change statistics over different time periods",
inputSchema={
"type": "object",
"properties": {
"symbol": {
"type": "string",
"description": "Trading pair symbol (e.g., BTC/USDT, ETH/USDT)",
},
"exchange": get_exchange_schema()
},
"required": ["symbol"],
},
),
types.Tool(
name="get-volume-history",
description="Get trading volume history over time",
inputSchema={
"type": "object",
"properties": {
"symbol": {
"type": "string",
"description": "Trading pair symbol (e.g., BTC/USDT, ETH/USDT)",
},
"days": {
"type": "number",
"description": "Number of days of volume history (default: 7, max: 30)",
"default": 7,
"maximum": 30
},
"exchange": get_exchange_schema()
},
"required": ["symbol"],
},
),
]
@server.call_tool()
@@ -184,6 +285,78 @@ async def handle_call_tool(
)
]
elif name == "get-historical-ohlcv":
symbol = arguments.get("symbol", "").upper()
timeframe = arguments.get("timeframe", "1h")
days_back = min(int(arguments.get("days_back", 7)), 30)
# Calculate timestamps
since = int((datetime.now() - timedelta(days=days_back)).timestamp() * 1000)
# Fetch historical data
ohlcv = await exchange.fetch_ohlcv(symbol, timeframe, since=since)
formatted_data = format_ohlcv_data(ohlcv, timeframe)
return [
types.TextContent(
type="text",
text=f"Historical OHLCV data for {symbol} ({timeframe}) on {exchange_id.upper()}:\n\n{formatted_data}"
)
]
elif name == "get-price-change":
symbol = arguments.get("symbol", "").upper()
# Get current price
ticker = await exchange.fetch_ticker(symbol)
current_price = ticker['last']
# Get historical prices
timeframes = {
"1h": (1, "1h"),
"24h": (1, "1d"),
"7d": (7, "1d"),
"30d": (30, "1d")
}
changes = []
for label, (days, timeframe) in timeframes.items():
since = int((datetime.now() - timedelta(days=days)).timestamp() * 1000)
ohlcv = await exchange.fetch_ohlcv(symbol, timeframe, since=since, limit=1)
if ohlcv:
start_price = ohlcv[0][1] # Open price
change_pct = ((current_price - start_price) / start_price) * 100
changes.append(f"{label} change: {change_pct:+.2f}%")
return [
types.TextContent(
type="text",
text=f"Price changes for {symbol} on {exchange_id.upper()}:\n\n" + "\n".join(changes)
)
]
elif name == "get-volume-history":
symbol = arguments.get("symbol", "").upper()
days = min(int(arguments.get("days", 7)), 30)
# Get daily volume data
since = int((datetime.now() - timedelta(days=days)).timestamp() * 1000)
ohlcv = await exchange.fetch_ohlcv(symbol, "1d", since=since)
volume_data = []
for candle in ohlcv:
timestamp, _, _, _, _, volume = candle
dt = datetime.fromtimestamp(timestamp/1000).strftime('%Y-%m-%d')
volume_data.append(f"{dt}: {volume:,.2f}")
return [
types.TextContent(
type="text",
text=f"Daily trading volume history for {symbol} on {exchange_id.upper()}:\n\n" +
"\n".join(volume_data)
)
]
else:
raise ValueError(f"Unknown tool: {name}")
@@ -201,12 +374,6 @@ async def handle_call_tool(
exchange_instances.clear()
def run_server():
"""Wrapper to run the async main function"""
asyncio.run(main())
async def main():
"""Run the server using stdin/stdout streams."""
async with mcp.server.stdio.stdio_server() as (read_stream, write_stream):
@@ -223,5 +390,11 @@ async def main():
),
)
def run_server():
"""Wrapper to run the async main function"""
asyncio.run(main())
if __name__ == "__main__":
asyncio.run(main())