GotThatData commited on
Commit
b0118b9
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1 Parent(s): a8d60a1

Update kraken-data-collection-script

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  1. kraken-data-collection-script +58 -35
kraken-data-collection-script CHANGED
@@ -5,6 +5,8 @@ import time
5
  import os
6
  from typing import Dict, List, Optional
7
  import logging
 
 
8
 
9
  # Set up logging
10
  logging.basicConfig(
@@ -17,16 +19,27 @@ logging.basicConfig(
17
  )
18
  logger = logging.getLogger(__name__)
19
 
20
- class KrakenDataCollector:
21
- """Handles data collection from Kraken API"""
22
 
23
- def __init__(self, api_key_path: str):
24
- self.api = krakenex.API()
 
25
  try:
26
- self.api.load_key(api_key_path)
27
  logger.info("Successfully loaded Kraken API key")
28
  except Exception as e:
29
- logger.error(f"Failed to load API key: {e}")
 
 
 
 
 
 
 
 
 
 
30
  raise
31
 
32
  # Trading pairs to collect data for
@@ -46,7 +59,7 @@ class KrakenDataCollector:
46
  def fetch_ticker_data(self, pair: str) -> Optional[Dict]:
47
  """Fetch ticker data for a single pair"""
48
  try:
49
- response = self.api.query_public('Ticker', {'pair': pair})
50
 
51
  if 'error' in response and response['error']:
52
  logger.error(f"Kraken API error for {pair}: {response['error']}")
@@ -72,17 +85,31 @@ class KrakenDataCollector:
72
  logger.error(f"Error fetching data for {pair}: {e}")
73
  return None
74
 
75
- def create_data_directories(self) -> None:
76
- """Create directory structure for data storage"""
77
- for split in ['training', 'validation', 'test']:
78
- directory = f'data/{split}'
79
- if not os.path.exists(directory):
80
- os.makedirs(directory)
81
- logger.info(f"Created directory: {directory}")
 
 
 
 
 
 
 
 
 
 
 
 
 
 
82
 
83
- def save_data_to_csv(self, split: str, num_rows: int, delay: int = 2) -> None:
84
  """
85
- Collect and save data for all pairs
86
 
87
  Args:
88
  split: Data split type ('training', 'validation', 'test')
@@ -103,16 +130,11 @@ class KrakenDataCollector:
103
  if i < num_rows - 1: # Don't sleep after last iteration
104
  time.sleep(delay) # Respect API rate limits
105
 
106
- # Create DataFrame and save to CSV
107
  df = pd.DataFrame(records)
108
- file_path = f"data/{split}/kraken_trades.csv"
109
-
110
- # Create directory if it doesn't exist
111
- os.makedirs(os.path.dirname(file_path), exist_ok=True)
112
 
113
- # Save data
114
- df.to_csv(file_path, index=False)
115
- logger.info(f"Successfully saved {len(records)} records to {file_path}")
116
 
117
  # Print data summary
118
  logger.info("\nData Summary:")
@@ -121,19 +143,20 @@ class KrakenDataCollector:
121
  logger.info(f"Time range: {df['timestamp'].min()} to {df['timestamp'].max()}")
122
 
123
  except Exception as e:
124
- logger.error(f"Error saving data: {e}")
125
  raise
126
 
127
  def main():
128
- """Main function to run data collection"""
129
  try:
130
  # Initialize collector
131
- collector = KrakenDataCollector("kraken.key")
132
-
133
- # Create directory structure
134
- collector.create_data_directories()
 
135
 
136
- # Collect data for each split
137
  splits_config = {
138
  'training': 1000, # 1000 rows for training
139
  'validation': 200, # 200 rows for validation
@@ -141,13 +164,13 @@ def main():
141
  }
142
 
143
  for split, num_rows in splits_config.items():
144
- logger.info(f"\nCollecting {split} data...")
145
- collector.save_data_to_csv(split=split, num_rows=num_rows)
146
 
147
- logger.info("Data collection completed successfully!")
148
 
149
  except Exception as e:
150
- logger.error(f"Fatal error in data collection: {e}")
151
  raise
152
 
153
  if __name__ == "__main__":
 
5
  import os
6
  from typing import Dict, List, Optional
7
  import logging
8
+ from huggingface_hub import HfApi, login
9
+ from io import StringIO
10
 
11
  # Set up logging
12
  logging.basicConfig(
 
19
  )
20
  logger = logging.getLogger(__name__)
21
 
22
+ class KrakenHuggingFaceCollector:
23
+ """Handles data collection from Kraken and uploading to Hugging Face"""
24
 
25
+ def __init__(self, kraken_key_path: str, hf_token: str, repo_id: str):
26
+ # Initialize Kraken API
27
+ self.kraken_api = krakenex.API()
28
  try:
29
+ self.kraken_api.load_key(kraken_key_path)
30
  logger.info("Successfully loaded Kraken API key")
31
  except Exception as e:
32
+ logger.error(f"Failed to load Kraken API key: {e}")
33
+ raise
34
+
35
+ # Initialize Hugging Face
36
+ try:
37
+ login(token=hf_token)
38
+ self.hf_api = HfApi()
39
+ self.repo_id = repo_id
40
+ logger.info("Successfully logged in to Hugging Face")
41
+ except Exception as e:
42
+ logger.error(f"Failed to login to Hugging Face: {e}")
43
  raise
44
 
45
  # Trading pairs to collect data for
 
59
  def fetch_ticker_data(self, pair: str) -> Optional[Dict]:
60
  """Fetch ticker data for a single pair"""
61
  try:
62
+ response = self.kraken_api.query_public('Ticker', {'pair': pair})
63
 
64
  if 'error' in response and response['error']:
65
  logger.error(f"Kraken API error for {pair}: {response['error']}")
 
85
  logger.error(f"Error fetching data for {pair}: {e}")
86
  return None
87
 
88
+ def upload_to_huggingface(self, df: pd.DataFrame, split: str) -> None:
89
+ """Upload DataFrame to Hugging Face as CSV"""
90
+ try:
91
+ # Convert DataFrame to CSV string
92
+ csv_str = df.to_csv(index=False)
93
+
94
+ # Upload to Hugging Face
95
+ path_in_repo = f"data/{split}/kraken_trades.csv"
96
+
97
+ self.hf_api.upload_file(
98
+ path_or_fileobj=StringIO(csv_str),
99
+ path_in_repo=path_in_repo,
100
+ repo_id=self.repo_id,
101
+ repo_type="dataset"
102
+ )
103
+
104
+ logger.info(f"Successfully uploaded {split} data to Hugging Face")
105
+
106
+ except Exception as e:
107
+ logger.error(f"Error uploading to Hugging Face: {e}")
108
+ raise
109
 
110
+ def collect_and_upload(self, split: str, num_rows: int, delay: int = 2) -> None:
111
  """
112
+ Collect data and upload directly to Hugging Face
113
 
114
  Args:
115
  split: Data split type ('training', 'validation', 'test')
 
130
  if i < num_rows - 1: # Don't sleep after last iteration
131
  time.sleep(delay) # Respect API rate limits
132
 
133
+ # Create DataFrame
134
  df = pd.DataFrame(records)
 
 
 
 
135
 
136
+ # Upload to Hugging Face
137
+ self.upload_to_huggingface(df, split)
 
138
 
139
  # Print data summary
140
  logger.info("\nData Summary:")
 
143
  logger.info(f"Time range: {df['timestamp'].min()} to {df['timestamp'].max()}")
144
 
145
  except Exception as e:
146
+ logger.error(f"Error in data collection and upload: {e}")
147
  raise
148
 
149
  def main():
150
+ """Main function to run data collection and upload"""
151
  try:
152
  # Initialize collector
153
+ collector = KrakenHuggingFaceCollector(
154
+ kraken_key_path="kraken.key",
155
+ hf_token="your_huggingface_token", # Replace with your token
156
+ repo_id="GotThatData/kraken-trading-data" # Replace with your repo name
157
+ )
158
 
159
+ # Collect and upload data for each split
160
  splits_config = {
161
  'training': 1000, # 1000 rows for training
162
  'validation': 200, # 200 rows for validation
 
164
  }
165
 
166
  for split, num_rows in splits_config.items():
167
+ logger.info(f"\nCollecting and uploading {split} data...")
168
+ collector.collect_and_upload(split=split, num_rows=num_rows)
169
 
170
+ logger.info("Data collection and upload completed successfully!")
171
 
172
  except Exception as e:
173
+ logger.error(f"Fatal error: {e}")
174
  raise
175
 
176
  if __name__ == "__main__":