bb6d267460
Signed-off-by: Arthurim <arthurbdauphine@gmail.com> Signed-off-by: Arthurim <arthurbdauphine@gmail.com>
79 lines
2.7 KiB
Python
79 lines
2.7 KiB
Python
import pandas as pd
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import pycoingecko as pg
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from profit_analysis.column_names import (
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CG_ID_DEBT_KEY,
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CG_ID_KEY,
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CG_ID_RECEIVED_KEY,
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PRICE_KEY,
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TIMESTAMP_KEY,
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TOKEN_DEBT_KEY,
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TOKEN_KEY,
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TOKEN_RECEIVED_KEY,
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)
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from profit_analysis.constants import DATA_PATH
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TRAILING_ZEROS = "000000000000000000000000"
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def get_address_to_coingecko_ids_mapping(chain):
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token_cg_ids = pd.read_csv(DATA_PATH + "address_to_coingecko_ids.csv")
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token_cg_ids = token_cg_ids.loc[token_cg_ids["chain"] == chain]
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token_cg_ids[TOKEN_DEBT_KEY] = token_cg_ids[TOKEN_KEY].astype(str)
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token_cg_ids[CG_ID_RECEIVED_KEY] = token_cg_ids[CG_ID_KEY]
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token_cg_ids[CG_ID_DEBT_KEY] = token_cg_ids[CG_ID_KEY]
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token_cg_ids[TOKEN_RECEIVED_KEY] = token_cg_ids[TOKEN_KEY].astype(str)
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return token_cg_ids
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def add_cg_ids(profit_by_block, chain):
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token_cg_ids = get_address_to_coingecko_ids_mapping(chain)
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token_cg_ids[TOKEN_DEBT_KEY] = token_cg_ids[TOKEN_DEBT_KEY].str.lower()
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token_cg_ids[TOKEN_RECEIVED_KEY] = token_cg_ids[TOKEN_RECEIVED_KEY].str.lower()
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profit_by_block[TOKEN_RECEIVED_KEY] = (
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profit_by_block[TOKEN_RECEIVED_KEY]
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.map(lambda x: x.replace(TRAILING_ZEROS, ""))
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.str.lower()
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)
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profit_by_block[TOKEN_DEBT_KEY] = (
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profit_by_block[TOKEN_DEBT_KEY]
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.map(lambda x: x.replace(TRAILING_ZEROS, ""))
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.str.lower()
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)
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profit_by_block = profit_by_block.merge(
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token_cg_ids[[TOKEN_DEBT_KEY, CG_ID_DEBT_KEY]], on=TOKEN_DEBT_KEY, how="left"
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)
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profit_by_block = profit_by_block.merge(
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token_cg_ids[[TOKEN_RECEIVED_KEY, CG_ID_RECEIVED_KEY]], how="left"
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)
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addresses_with_nan_cg_ids = profit_by_block.loc[
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pd.isna(profit_by_block[CG_ID_RECEIVED_KEY]), TOKEN_RECEIVED_KEY
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]
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print(
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f"Tokens with missing coingecko ids in mapping:\n{addresses_with_nan_cg_ids.value_counts()}"
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)
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return profit_by_block[
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[
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"block_number",
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"timestamp",
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"transaction_hash",
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"token_debt",
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"amount_debt",
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"cg_id_debt",
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"token_received",
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"amount_received",
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"cg_id_received",
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]
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]
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def get_coingecko_historical_prices(start, end, token):
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cg = pg.CoinGeckoAPI()
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token_prices = cg.get_coin_market_chart_range_by_id(
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id=token, vs_currency="usd", from_timestamp=start, to_timestamp=end
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)["prices"]
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token_prices = pd.DataFrame(token_prices, columns=[TIMESTAMP_KEY, PRICE_KEY])
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token_prices[TIMESTAMP_KEY] = pd.to_datetime(
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pd.to_numeric(token_prices[TIMESTAMP_KEY]), unit="ms"
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)
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return token_prices[[TIMESTAMP_KEY, PRICE_KEY]]
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