Testing for volatility

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{pre} import requests import time # Define parameters timeframe = 5 # in minutes volatility = 2 # in percent pairs = ['BTC/USDT', 'ETH/USDT'] # Function to fetch klines data from Binance API def fetch_klines(symbol, interval, startTime, endTime): url = 'https://api.binance.com/api/v3/klines' params = { 'symbol': symbol, 'interval': interval, 'startTime': startTime, 'endTime': endTime } response = requests.get(url, params=params) if response.status_code == 200: data = response.json() closing_prices = [float(candle[4]) for candle in data] return closing_prices else: print(f'Error fetching data for {symbol}: {response.status_code}') return None # Main function def main(): # Calculate start and end times for 24 hours ago and now endTime = int(time.time() * 1000) startTime = endTime - 24 * 60 * 60 * 1000 # 24 hours in milliseconds # Define Binance intervals based on timeframe if timeframe < 1: interval = '1m' elif 1 <= timeframe < 5: interval = '1m' elif 5 <= timeframe < 15: interval = '5m' elif 15 <= timeframe < 30: interval = '15m' elif 30 <= timeframe < 60: interval = '30m' else: interval = '1h' # Default to 1 hour if timeframe is 60 minutes or more # Process each pair for pair in pairs: # Convert pair to Binance symbol symbol = pair.replace('/', '') # Fetch klines data prices = fetch_klines(symbol, interval, startTime, endTime) if prices: count = 0 if len(prices) >= 1: reference_price = prices[0] for price in prices[1:]: pct_change = ((price - reference_price) / reference_price) * 100 if abs(pct_change) >= volatility: count += 1 reference_price = price print(f'Total {volatility}% price changes for {pair} in the last 24 hours: {count}') else: print(f'No price data available for {pair}') else: print(f'Failed to fetch data for {pair}') if __name__ == '__main__': main() {/pre}
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