""" Alternative Data Collector Fetches and caches external market signals that aren't available in standard OHLCV price/volume data. Signals collected: 1. Fear & Greed Index (alternative.me API) 2. BTC Dominance (CoinGecko API) All APIs used are free and don't require API keys. Responses are cached to disk to avoid rate limits during training loops. """ import json import logging import time from datetime import datetime, timedelta from pathlib import Path from typing import Dict, Any, Optional import requests import pandas as pd import numpy as np logger = logging.getLogger(__name__) class AlternativeDataCollector: """Collects and caches alternative market data.""" CACHE_DIR = Path('./data/alternative_cache') CACHE_TTL_HOURS = 12 # How long to consider cache valid for live trading def __init__(self): self.CACHE_DIR.mkdir(parents=True, exist_ok=True) self.fear_greed_cache_file = self.CACHE_DIR / 'fear_greed.json' self.btc_dom_cache_file = self.CACHE_DIR / 'btc_dominance.json' # Headers to prevent 403 Forbidden from strict APIs self.headers = { 'User-Agent': 'Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7)' } def get_current_features(self) -> Dict[str, float]: """ Get latest alternative features for live trading. Returns a dictionary of normalized features ready for the RL agent. """ features = { 'fear_greed_value': 0.0, 'fear_greed_class': 0.0, 'btc_dominance': 0.0, 'altcoin_season_index': 0.0, } try: # 1. Fear & Greed (Normalized -1 to +1) fng = self.fetch_fear_greed(limit=1) if fng and len(fng) > 0: val = float(fng[0]['value']) # 0 = Extreme Fear, 100 = Extreme Greed -> map to -1 to +1 features['fear_greed_value'] = (val - 50) / 50.0 # Classes: 0: Ext Fear, 1: Fear, 2: Neutral, 3: Greed, 4: Ext Greed # Map to -1.0 to 1.0 class_str = fng[0]['value_classification'] class_map = { 'Extreme Fear': -1.0, 'Fear': -0.5, 'Neutral': 0.0, 'Greed': 0.5, 'Extreme Greed': 1.0 } features['fear_greed_class'] = class_map.get(class_str, 0.0) # 2. BTC Dominance (Requires CoinGecko global data) dom_data = self.fetch_btc_dominance() if dom_data: # Usually between 35% and 65% -> normalize btc_d = float(dom_data.get('btc_dominance', 50.0)) features['btc_dominance'] = np.clip((btc_d - 50) / 20.0, -1, 1) # "Altcoin season" proxy: When ETH dominance is high relative to BTC eth_d = float(dom_data.get('eth_dominance', 15.0)) if btc_d > 0: ratio = eth_d / btc_d # e.g. 15/50 = 0.3 features['altcoin_season_index'] = np.clip((ratio - 0.3) * 5, -1, 1) except Exception as e: logger.error(f"Error getting alt data features: {e}") return features def fetch_fear_greed(self, limit: int = 30) -> Optional[list]: """Fetch Crypto Fear & Greed Index.""" # Check cache first if we only need 1 (live trading) if limit == 1 and self._is_cache_valid(self.fear_greed_cache_file): return self._load_cache(self.fear_greed_cache_file) url = f"https://api.alternative.me/fng/?limit={limit}" try: resp = requests.get(url, timeout=5) if resp.status_code == 200: data = resp.json() if 'data' in data: # Save to cache if just getting the latest if limit == 1: self._save_cache(self.fear_greed_cache_file, data['data']) return data['data'] except Exception as e: logger.warning(f"Fear & Greed API failed: {e}") # Fallback to cache if API fails if self.fear_greed_cache_file.exists(): return self._load_cache(self.fear_greed_cache_file) return None def fetch_btc_dominance(self) -> Optional[Dict]: """Fetch BTC and ETH dominance from CoinGecko global metrics.""" if self._is_cache_valid(self.btc_dom_cache_file): return self._load_cache(self.btc_dom_cache_file) url = "https://api.coingecko.com/api/v3/global" try: resp = requests.get(url, headers=self.headers, timeout=5) if resp.status_code == 200: data = resp.json() if 'data' in data and 'market_cap_percentage' in data['data']: result = { 'btc_dominance': data['data']['market_cap_percentage'].get('btc', 50), 'eth_dominance': data['data']['market_cap_percentage'].get('eth', 15), 'timestamp': time.time() } self._save_cache(self.btc_dom_cache_file, result) return result elif resp.status_code == 429: logger.warning("CoinGecko API rate limited") except Exception as e: logger.warning(f"CoinGecko global API failed: {e}") # Fallback to cache if self.btc_dom_cache_file.exists(): return self._load_cache(self.btc_dom_cache_file) return {'btc_dominance': 50.0, 'eth_dominance': 15.0} # ─── Cache Helpers ──────────────────────────────────────────────────────── def _is_cache_valid(self, filepath: Path) -> bool: if not filepath.exists(): return False mtime = filepath.stat().st_mtime valid_time = time.time() - (self.CACHE_TTL_HOURS * 3600) return mtime > valid_time def _save_cache(self, filepath: Path, data: Any): try: with open(filepath, 'w') as f: json.dump(data, f) except Exception as e: logger.error(f"Failed to save cache to {filepath}: {e}") def _load_cache(self, filepath: Path) -> Any: try: with open(filepath, 'r') as f: return json.load(f) except Exception: return None if __name__ == "__main__": logging.basicConfig(level=logging.INFO) collector = AlternativeDataCollector() features = collector.get_current_features() print("\nCurrent Alternative Features:") for k, v in features.items(): print(f" {k}: {v:.3f}")