uniswap candle

graphdata.py

import requests
import json
import datetime
import pandas as pd
import numpy as np


BASE_URL = "https://api.thegraph.com/subgraphs/name/ianlapham/uniswapv2"

txnum = 100

#addr = "0x6a3d23fa07c455f88d70c29d230467c407a3964b"
addr = "0x32ce7e48debdccbfe0cd037cc89526e4382cb81b"

query_swaps = '''
{
swaps(first: ''' + str(txnum) + ''', orderBy: timestamp, orderDirection: desc, where:
{ pair: "''' + addr + '''" }) {
     pair {
       token0 {
         symbol
       }
       token1 {
         symbol
       }
     }
     amount0In
     amount0Out
     amount1In
     amount1Out
     amountUSD
     to
     timestamp
     transaction {
       id
     }
 }
}
'''

query_chart = '''
{
  pairDayDatas(first: 1000, orderBy: date, orderDirection: asc, where: { pairAddress: "0x6a3d23fa07c455f88d70c29d230467c407a3964b" }) {
      id
      date
      dailyVolumeToken0
      dailyVolumeToken1
      dailyVolumeUSD
      reserveUSD    
  }
}
'''

def get_query():
    with open('q_tx.gql','r') as f:
        return f.read()


def make_query(query):
    response=requests.post(BASE_URL, json={'query': query})
    #print (response.content)
    z = response.content.decode("utf-8")
    x = json.loads(z)['data']
    return x

def get_chart():    
    data = make_query(query_chart)['pairDayDatas']
    return data

def get_swaps():
    swaps = make_query(query_swaps)['swaps']
    print (len(swaps))
    txlist = list()
    reverse = False
    for swap in swaps[:]:
        #t = swap['timestamp']
        t = int(swap['timestamp'])
        #date = datetime.datetime.fromtimestamp(t)
        #sdate = date.strftime("%m/%d/%Y, %H:%M:%S")

        sell_eth_qty = float(swap['amount0Out'])
        #sell_token_qty = round(float(swap['amount1In']),1)
        sell_token_qty = float(swap['amount1In'])

        buy_eth_qty = float(swap['amount0In'])
        #buy_token_qty = round(float(swap['amount1Out']),1)
        buy_token_qty = float(swap['amount1Out'])

        #ausd = float(swap['amountUSD'])
        txid = swap['transaction']['id']
        
        if float(swap['amount0In']) == 0.0:
            if reverse:
              buysell = "SELL"
            else:
              buysell = "BUY"
            price_sell_eth = sell_token_qty/sell_eth_qty
            arr = [t,buysell,sell_token_qty,sell_eth_qty,price_sell_eth,txid]
            txlist.append(arr)
        else:
            if reverse:
                buysell = "BUY"
            else:
                buysell = "SELL"
            #print (buy_token_qty)
            price_buy_eth = buy_token_qty/buy_eth_qty
            arr = [t,buysell,buy_token_qty,buy_eth_qty,price_buy_eth,txid]
            txlist.append(arr)
    return txlist

data = get_swaps()
for row in data[:10]:
  print (row)
#print (data[-1])

numpy_data = np.array(data)
#df = pd.DataFrame(data=numpy_data, index=["row1", "row2"], columns=["column1", "column2"])
df = pd.DataFrame(data=numpy_data, columns=["timestamp", "buysell","buy_token_qty","buy_eth_qty","price_buy_eth","txid"])
df['date'] = pd.to_datetime(df['timestamp'],unit='s')

df.index = pd.to_datetime(df.index, unit='s')

#https://stackoverflow.com/questions/30857680/pandas-resampling-error-only-valid-with-datetimeindex-or-periodindex

print(df)

bars = df.resample('1H').ohlc() #.last()
#ticks = data.ix[:, ['Price', 'Volume']]
#bars = ticks.Price.resample('30min').ohlc()
print (x)