feat: Add Phase 4 advanced metrics and components
- Add advanced metrics dashboard with trade analytics - Add new trading components (EntryTypeAnalysis, MultiDayPositionTracker, NewsEventTracker, etc.) - Add strategy mode selector and trend confirmation - Add risk automation panel and slippage correlation analysis - Add daily trading plan enhancements with modal components - Add custom hooks (useApi, useLocalStorage, useAdvancedTradeMetrics) - Add broker service integration and trading API - Add test setup and vitest configuration - Include parquet data files for live market data - Add comprehensive documentation in docs/ folder
This commit is contained in:
Krikorios
@@ -0,0 +1,353 @@
|
||||
"""
|
||||
BullionVault Gold Price Service
|
||||
Fetches real-time gold prices from BullionVault's CSV data API
|
||||
"""
|
||||
|
||||
from __future__ import annotations
|
||||
|
||||
import asyncio
|
||||
from datetime import datetime, timezone
|
||||
import logging
|
||||
from typing import Optional, Dict, Any, List
|
||||
|
||||
import csv
|
||||
import io
|
||||
|
||||
import httpx
|
||||
|
||||
logger = logging.getLogger(__name__)
|
||||
|
||||
|
||||
class BullionVaultService:
|
||||
"""
|
||||
Service to fetch gold prices from BullionVault
|
||||
BullionVault provides accurate, real-time precious metals prices
|
||||
Uses their CSV data API: https://chart-data.bullionvault.com
|
||||
"""
|
||||
|
||||
# Correct BullionVault CSV API base URL
|
||||
BASE_URL = "https://chart-data.bullionvault.com"
|
||||
|
||||
# Metal codes
|
||||
METALS = {
|
||||
'gold': 'AUX',
|
||||
'silver': 'AGX',
|
||||
'platinum': 'PTX',
|
||||
'palladium': 'PDX'
|
||||
}
|
||||
|
||||
# Interval codes (seconds between data points)
|
||||
INTERVALS = {
|
||||
'10m': 5, # 10 minutes
|
||||
'1h': 15, # 1 hour
|
||||
'6h': 120, # 6 hours
|
||||
'1d': 600, # 1 day (default)
|
||||
'1w': 3600, # 1 week
|
||||
'1m': 14400, # 1 month
|
||||
'3m': 43200, # 3 months (1 quarter)
|
||||
'1y': 172800, # 1 year
|
||||
'5y': 864000, # 5 years
|
||||
'20y': 2592000 # 20 years
|
||||
}
|
||||
|
||||
def __init__(
|
||||
self,
|
||||
client: Optional[httpx.AsyncClient] = None,
|
||||
*,
|
||||
base_url: Optional[str] = None,
|
||||
timeout: float = 30.0,
|
||||
max_retries: int = 3,
|
||||
retry_backoff_seconds: float = 0.5,
|
||||
) -> None:
|
||||
self.base_url = base_url or self.BASE_URL
|
||||
self.max_retries = max(1, max_retries)
|
||||
self.retry_backoff_seconds = max(0.0, retry_backoff_seconds)
|
||||
|
||||
if client is None:
|
||||
self.client = httpx.AsyncClient(base_url=self.base_url, timeout=timeout)
|
||||
self._owns_client = True
|
||||
else:
|
||||
self.client = client
|
||||
self._owns_client = False
|
||||
|
||||
async def __aenter__(self) -> "BullionVaultService":
|
||||
return self
|
||||
|
||||
async def __aexit__(self, *exc_info: object) -> None:
|
||||
await self.close()
|
||||
|
||||
async def get_current_gold_price(self, currency: str = "USD") -> Dict[str, Any]:
|
||||
"""
|
||||
Get current gold spot price from BullionVault
|
||||
|
||||
Args:
|
||||
currency: Currency code (USD, GBP, EUR, JPY, AUD, CAD, CHF)
|
||||
|
||||
Returns:
|
||||
Dict with price, high, low, change, timestamp, etc.
|
||||
"""
|
||||
try:
|
||||
# Fetch CSV data from BullionVault
|
||||
# Format: /prices/CSV/{metal}/{currency}/{interval}/Full
|
||||
metal_code = self.METALS['gold']
|
||||
interval = self.INTERVALS['1d']
|
||||
|
||||
path = f"/prices/CSV/{metal_code}/{currency.upper()}/{interval}/Full"
|
||||
|
||||
csv_text = await self._fetch_csv(path)
|
||||
|
||||
# Parse CSV data
|
||||
price_data = self._parse_csv(csv_text)
|
||||
|
||||
if not price_data:
|
||||
raise ValueError("No price data available from BullionVault")
|
||||
|
||||
# Get latest price (first row after header)
|
||||
latest = price_data[0]
|
||||
|
||||
# Calculate daily statistics
|
||||
oz_prices = [row['oz_close'] for row in price_data if row['oz_close'] is not None]
|
||||
|
||||
if not oz_prices:
|
||||
raise ValueError("No valid price points")
|
||||
|
||||
current_price = latest['oz_close']
|
||||
daily_high = max([row['oz_high'] for row in price_data if row['oz_high'] is not None])
|
||||
daily_low = min([row['oz_low'] for row in price_data if row['oz_low'] is not None])
|
||||
|
||||
# Calculate change from last data point
|
||||
first_price = price_data[-1]['oz_close'] if len(price_data) > 1 else current_price
|
||||
change = current_price - first_price
|
||||
change_percent = (change / first_price * 100) if first_price else 0.0
|
||||
|
||||
timestamp = latest['timestamp']
|
||||
|
||||
result = {
|
||||
"price": round(current_price, 2),
|
||||
"price_kg": round(latest['kg_close'], 2),
|
||||
"open": round(first_price, 2),
|
||||
"high": round(daily_high, 2),
|
||||
"low": round(daily_low, 2),
|
||||
"previous_close": round(first_price, 2),
|
||||
"change": round(change, 2),
|
||||
"change_percent": round(change_percent, 4),
|
||||
"currency": currency.upper(),
|
||||
"unit": "per troy oz",
|
||||
"timestamp": timestamp.isoformat(),
|
||||
"source": "BullionVault",
|
||||
"trading_day": timestamp.strftime("%Y-%m-%d"),
|
||||
"data_points": len(price_data)
|
||||
}
|
||||
|
||||
logger.info(f"✅ BullionVault gold price: {currency} ${current_price:.2f}/oz")
|
||||
return result
|
||||
|
||||
except httpx.HTTPError as e:
|
||||
logger.error(f"❌ BullionVault HTTP error: {e}")
|
||||
raise
|
||||
except Exception as e:
|
||||
logger.error(f"❌ BullionVault price fetch failed: {e}")
|
||||
raise
|
||||
|
||||
async def _fetch_csv(self, path: str) -> str:
|
||||
"""Fetch CSV data from BullionVault with simple retry logic."""
|
||||
|
||||
last_exception: Optional[Exception] = None
|
||||
base = self.base_url.rstrip("/")
|
||||
|
||||
for attempt in range(1, self.max_retries + 1):
|
||||
try:
|
||||
url = path if path.startswith("http") else f"{base}{path}"
|
||||
response = await self.client.get(url)
|
||||
response.raise_for_status()
|
||||
|
||||
csv_text = response.text.strip()
|
||||
if not csv_text:
|
||||
raise ValueError("BullionVault returned empty response body")
|
||||
|
||||
logger.debug(
|
||||
"Fetched BullionVault CSV successfully",
|
||||
extra={"path": url, "attempt": attempt},
|
||||
)
|
||||
return csv_text
|
||||
|
||||
except (httpx.RequestError, httpx.HTTPStatusError, ValueError) as exc:
|
||||
last_exception = exc
|
||||
logger.warning(
|
||||
"BullionVault CSV fetch attempt failed",
|
||||
extra={
|
||||
"path": url if "url" in locals() else path,
|
||||
"attempt": attempt,
|
||||
"max_attempts": self.max_retries,
|
||||
"error": str(exc),
|
||||
},
|
||||
)
|
||||
|
||||
if attempt < self.max_retries:
|
||||
await asyncio.sleep(self.retry_backoff_seconds * attempt)
|
||||
|
||||
assert last_exception is not None
|
||||
raise last_exception
|
||||
|
||||
def _parse_csv(self, csv_text: str) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Parse BullionVault CSV response
|
||||
|
||||
CSV format:
|
||||
"Date",High (kg),Low (kg),Close (kg),,High (troy oz),Low (troy oz),Close (troy oz),
|
||||
"05:10:00 23-Nov-2025",130702.99,130702.99,130702.99,,4065.32,4065.32,4065.32,
|
||||
|
||||
Args:
|
||||
csv_text: Raw CSV text from BullionVault
|
||||
|
||||
Returns:
|
||||
List of price dictionaries
|
||||
"""
|
||||
result = []
|
||||
|
||||
# Parse CSV
|
||||
reader = csv.reader(io.StringIO(csv_text))
|
||||
|
||||
# Skip header
|
||||
next(reader, None)
|
||||
|
||||
for row in reader:
|
||||
if len(row) < 8:
|
||||
continue
|
||||
|
||||
try:
|
||||
# Parse date/time: "HH:MM:SS DD-Mon-YYYY"
|
||||
date_str = row[0].strip('"')
|
||||
timestamp = datetime.strptime(date_str, "%H:%M:%S %d-%b-%Y").replace(tzinfo=timezone.utc)
|
||||
|
||||
# Extract prices (kg and oz)
|
||||
kg_high = self._to_float(row[1])
|
||||
kg_low = self._to_float(row[2])
|
||||
kg_close = self._to_float(row[3])
|
||||
|
||||
oz_high = self._to_float(row[5])
|
||||
oz_low = self._to_float(row[6])
|
||||
oz_close = self._to_float(row[7])
|
||||
|
||||
result.append({
|
||||
'timestamp': timestamp,
|
||||
'kg_high': kg_high,
|
||||
'kg_low': kg_low,
|
||||
'kg_close': kg_close,
|
||||
'oz_high': oz_high,
|
||||
'oz_low': oz_low,
|
||||
'oz_close': oz_close
|
||||
})
|
||||
|
||||
except (ValueError, IndexError) as e:
|
||||
logger.warning(f"Skipping malformed CSV row: {row} - {e}")
|
||||
continue
|
||||
|
||||
result.sort(key=lambda entry: entry['timestamp'], reverse=True)
|
||||
return result
|
||||
|
||||
@staticmethod
|
||||
def _to_float(value: Optional[str]) -> Optional[float]:
|
||||
if value in (None, ""):
|
||||
return None
|
||||
try:
|
||||
return float(value)
|
||||
except (TypeError, ValueError):
|
||||
return None
|
||||
|
||||
async def get_gold_history(
|
||||
self,
|
||||
currency: str = "USD",
|
||||
timeframe: str = "1d",
|
||||
limit: Optional[int] = None
|
||||
) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Get historical gold price data from BullionVault
|
||||
|
||||
Args:
|
||||
currency: Currency code
|
||||
timeframe: Time range (10m, 1h, 6h, 1d, 1w, 1m, 3m, 1y, 5y, 20y)
|
||||
limit: Maximum number of data points to return
|
||||
|
||||
Returns:
|
||||
List of OHLC data points
|
||||
"""
|
||||
try:
|
||||
metal_code = self.METALS['gold']
|
||||
interval = self.INTERVALS.get(timeframe, self.INTERVALS['1d'])
|
||||
|
||||
path = f"/prices/CSV/{metal_code}/{currency.upper()}/{interval}/Full"
|
||||
|
||||
csv_text = await self._fetch_csv(path)
|
||||
|
||||
# Parse CSV data
|
||||
price_data = self._parse_csv(csv_text)
|
||||
|
||||
# Apply limit if specified
|
||||
if limit and len(price_data) > limit:
|
||||
price_data = price_data[:limit]
|
||||
|
||||
# Convert to OHLCV format
|
||||
result = []
|
||||
for point in price_data:
|
||||
result.append({
|
||||
"timestamp": point['timestamp'].isoformat(),
|
||||
"time": int(point['timestamp'].timestamp()),
|
||||
"open": point['oz_close'], # BullionVault doesn't provide open, use close
|
||||
"high": point['oz_high'],
|
||||
"low": point['oz_low'],
|
||||
"close": point['oz_close'],
|
||||
"volume": 0, # BullionVault doesn't provide volume
|
||||
})
|
||||
|
||||
logger.info(f"✅ BullionVault history: {len(result)} points for {timeframe}")
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"❌ BullionVault history fetch failed: {e}")
|
||||
return []
|
||||
|
||||
async def get_multi_currency_prices(self) -> Dict[str, Dict[str, Any]]:
|
||||
"""
|
||||
Get current gold prices in multiple currencies
|
||||
|
||||
Returns:
|
||||
Dict mapping currency codes to price data
|
||||
"""
|
||||
currencies = ["USD", "GBP", "EUR", "JPY", "AUD", "CAD", "CHF"]
|
||||
tasks = [self.get_current_gold_price(curr) for curr in currencies]
|
||||
|
||||
results = await asyncio.gather(*tasks, return_exceptions=True)
|
||||
|
||||
prices = {}
|
||||
for curr, result in zip(currencies, results):
|
||||
if isinstance(result, dict):
|
||||
prices[curr] = result
|
||||
else:
|
||||
logger.warning(f"Failed to fetch {curr} price: {result}")
|
||||
|
||||
return prices
|
||||
|
||||
async def close(self):
|
||||
"""Close HTTP client"""
|
||||
if self._owns_client:
|
||||
await self.client.aclose()
|
||||
|
||||
|
||||
# Global instance
|
||||
bullionvault_service = BullionVaultService()
|
||||
|
||||
|
||||
# Convenience functions
|
||||
async def get_bullionvault_gold_price(currency: str = "USD") -> Dict[str, Any]:
|
||||
"""Get current gold price from BullionVault"""
|
||||
return await bullionvault_service.get_current_gold_price(currency)
|
||||
|
||||
|
||||
async def get_bullionvault_history(
|
||||
currency: str = "USD",
|
||||
timeframe: str = "1d",
|
||||
limit: Optional[int] = None
|
||||
) -> List[Dict[str, Any]]:
|
||||
"""Get historical gold prices from BullionVault"""
|
||||
return await bullionvault_service.get_gold_history(currency, timeframe, limit)
|
||||
Reference in New Issue
Block a user