Merge pull request #111 from rhettre/feature/python3.12

Feature/python3.12

.github/workflows/publish-and-release.yml

@@ -27,7 +27,7 @@ jobs:
     - name: Set up Python
       uses: actions/setup-python@v4
       with:
-        python-version: '3.9'
+        python-version: '3.12'
 
     - name: Install dependencies
       run: |
@@ -57,7 +57,7 @@ jobs:
     - name: Set up Python
       uses: actions/setup-python@v4
       with:
-        python-version: '3.9'
+        python-version: '3.12'
 
     - name: Install dependencies
       run: |
@@ -71,15 +71,15 @@ jobs:
         mkdir python
         PACKAGE_VERSION=$(python setup.py --version)
         echo "coinbase-advancedtrade-python==$PACKAGE_VERSION" > requirements.txt
-        docker run --rm -v "$PWD":/var/task public.ecr.aws/sam/build-python3.9:latest /bin/sh -c "pip install --platform manylinux2014_x86_64 --implementation cp --python 3.9 --only-binary=:all: --upgrade -r requirements.txt -t python"
-        zip -r layer-python3.9-x86_64.zip python
+        docker run --rm -v "$PWD":/var/task public.ecr.aws/sam/build-python3.12:latest /bin/sh -c "pip install --platform manylinux2014_x86_64 --implementation cp --python 3.12 --only-binary=:all: --upgrade -r requirements.txt -t python"
+        zip -r layer-python3.12-x86_64.zip python
 
     - name: Upload Layer to Release
       uses: actions/upload-release-asset@v1
       env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
       with:
         upload_url: ${{ github.event.release.upload_url }}
-        asset_path: ./layer-python3.9-x86_64.zip
-        asset_name: layer-python3.9-x86_64.zip
+        asset_path: ./layer-python3.12-x86_64.zip
+        asset_name: layer-python3.12-x86_64.zip
         asset_content_type: application/zip

README.md

@@ -99,27 +99,39 @@ Note: Both methods use a caching mechanism to reduce API calls. The account data
 
 ### Usage of Fear and Greed Index
 
+The client uses the [fear-and-greed-crypto](https://github.com/rhettre/fear-and-greed-crypto) package to fetch the current Fear and Greed Index value. This index helps determine market sentiment and automate trading decisions.
+
 ```python
 # Trade based on Fear and Greed Index
 client.trade_based_on_fgi("BTC-USDC", "10")
 ```
 
-You can also update and retrieve the Fear and Greed Index schedule:
+You can customize the trading behavior by updating the Fear and Greed Index schedule:
 
 ```python
 # Get current FGI schedule
 current_schedule = client.get_fgi_schedule()
 
-# Update FGI schedule
+# Update FGI schedule with custom thresholds and actions
 new_schedule = [
-    {'threshold': 15, 'factor': 1.2, 'action': 'buy'},
-    {'threshold': 37, 'factor': 1.0, 'action': 'buy'},
-    {'threshold': 35, 'factor': 0.8, 'action': 'sell'},
-    {'threshold': 45, 'factor': 0.6, 'action': 'sell'}
+    {'threshold': 15, 'factor': 1.2, 'action': 'buy'},   # Buy more in extreme fear
+    {'threshold': 37, 'factor': 1.0, 'action': 'buy'},   # Buy normal amount in fear
+    {'threshold': 35, 'factor': 0.8, 'action': 'sell'},  # Sell some in greed
+    {'threshold': 45, 'factor': 0.6, 'action': 'sell'}   # Sell more in extreme greed
 ]
 client.update_fgi_schedule(new_schedule)
 ```
 
+The schedule determines:
+- When to buy or sell based on the Fear and Greed Index value
+- How much to adjust the trade amount (using the factor)
+- What action to take at each threshold
+
+For example, with the above schedule:
+- If FGI is 10 (Extreme Fear), it will buy with 1.2x the specified amount
+- If FGI is 50 (Neutral), no trade will be executed
+- If FGI is 80 (Extreme Greed), it will sell with 0.6x the specified amount
+
 ## AlphaSquared Integration
 
 This client now includes integration with AlphaSquared, allowing you to execute trading strategies based on AlphaSquared's risk analysis.
@@ -176,6 +188,15 @@ This will:
 
 You can create custom strategies by modifying the `execute_strategy` method in the `AlphaSquaredTrader` class. This allows you to define specific trading logic based on the risk levels provided by AlphaSquared.
 
+## AWS Lambda Compatibility
+
+When using this package in AWS Lambda, ensure your Lambda function is configured to use Python 3.12. The cryptography binaries in the Lambda layer are compiled for Python 3.12, and using a different Python runtime version will result in compatibility issues.
+
+To configure your Lambda function:
+1. Set the runtime to Python 3.12
+2. Use the provided Lambda layer from the latest release
+3. If building custom layers, ensure they are built using the same Python version as the Lambda runtime.
+
 ## Legacy Support
 
 The legacy authentication method is still supported but moved to a separate module. It will not receive the latest updates from the Coinbase SDK. To use the legacy method:

coinbase_advanced_trader/constants.py

@@ -3,8 +3,6 @@
 DEFAULT_CONFIG = {
     'BUY_PRICE_MULTIPLIER': 0.9995,
     'SELL_PRICE_MULTIPLIER': 1.005,
-    'FEAR_AND_GREED_API_URL': 'https://api.alternative.me/fng/?limit=1',
     'LOG_FILE_PATH': 'coinbase_advanced_trader.log',
-    'LOG_LEVEL': 'DEBUG',
-    'FGI_CACHE_DURATION': 3600
+    'LOG_LEVEL': 'DEBUG'
 }

coinbase_advanced_trader/services/fear_and_greed_strategy.py

@@ -2,12 +2,11 @@
 from decimal import Decimal
 from typing import Optional, Tuple
 
-import requests
+from fear_and_greed import FearAndGreedIndex
 
 from coinbase_advanced_trader.config import config_manager
 from coinbase_advanced_trader.logger import logger
 from coinbase_advanced_trader.models import Order
-from coinbase_advanced_trader.trading_config import FEAR_AND_GREED_API_URL
 from .trading_strategy_service import BaseTradingStrategy
 
 
@@ -26,8 +25,7 @@ def __init__(self, order_service, price_service, config):
         """
         super().__init__(order_service, price_service)
         self.config = config
-        self._last_fgi_fetch_time: float = 0
-        self._fgi_cache: Optional[Tuple[int, str]] = None
+        self._fgi_client = FearAndGreedIndex()
 
     def execute_trade(self, product_id: str, fiat_amount: str) -> Optional[Order]:
         """
@@ -37,7 +35,9 @@ def execute_trade(self, product_id: str, fiat_amount: str) -> Optional[Order]:
         :param fiat_amount: The amount of fiat currency to trade.
         :return: An Order object if a trade is executed, None otherwise.
         """
-        fgi, fgi_classification = self.get_fear_and_greed_index()
+        fgi = self._fgi_client.get_current_value()
+        fgi_classification = self._fgi_client.get_current_classification()
+
         logger.info(f"FGI retrieved: {fgi} ({fgi_classification}) "
                     f"for trading {product_id}")
 
@@ -57,22 +57,6 @@ def execute_trade(self, product_id: str, fiat_amount: str) -> Optional[Order]:
         logger.warning(f"No trading condition met for FGI: {fgi}")
         return None
 
-    def get_fear_and_greed_index(self) -> Tuple[int, str]:
-        """
-        Retrieve the Fear and Greed Index (FGI) from the API or cache.
-
-        :return: A tuple containing the FGI value and classification.
-        """
-        current_time = time.time()
-        cache_duration = config_manager.get('FGI_CACHE_DURATION')
-        if (not self._fgi_cache or
-                (current_time - self._last_fgi_fetch_time > cache_duration)):
-            response = requests.get(FEAR_AND_GREED_API_URL)
-            data = response.json()['data'][0]
-            self._fgi_cache = (int(data['value']), data['value_classification'])
-            self._last_fgi_fetch_time = current_time
-        return self._fgi_cache
-
     def _execute_trade(self, product_id: str, fiat_amount: str,
                        action: str) -> Optional[Order]:
         """

coinbase_advanced_trader/tests/test_config_manager.py

@@ -31,8 +31,6 @@ def test_load_config_with_existing_file(self, mock_yaml_load, mock_file,
         self.assertEqual(test_config['BUY_PRICE_MULTIPLIER'], 0.9990)
         self.assertEqual(test_config['SELL_PRICE_MULTIPLIER'], 1.010)
         self.assertEqual(test_config['LOG_LEVEL'], 'INFO')
-        self.assertEqual(test_config['FEAR_AND_GREED_API_URL'],
-                         self.default_config['FEAR_AND_GREED_API_URL'])
 
     @patch('coinbase_advanced_trader.config.Path.exists')
     def test_load_config_without_existing_file(self, mock_exists):

coinbase_advanced_trader/tests/test_fear_and_greed_strategy.py

@@ -22,13 +22,13 @@ def setUp(self):
             self.price_service_mock,
             self.config_mock
         )
+        # Mock the FearAndGreedIndex client
+        self.strategy._fgi_client = Mock()
 
-    @patch('coinbase_advanced_trader.services.fear_and_greed_strategy.requests.get')
-    def test_execute_trade_buy(self, mock_get):
+    def test_execute_trade_buy(self):
         """Test execute_trade method for a buy scenario."""
-        mock_get.return_value.json.return_value = {
-            'data': [{'value': '25', 'value_classification': 'Extreme Fear'}]
-        }
+        self.strategy._fgi_client.get_current_value.return_value = 25
+        self.strategy._fgi_client.get_current_classification.return_value = "Extreme Fear"
 
         self.config_mock.get_fgi_schedule.return_value = [
             {'threshold': 30, 'factor': 1.2, 'action': 'buy'},
@@ -52,15 +52,11 @@ def test_execute_trade_buy(self, mock_get):
         call_args = self.order_service_mock.fiat_limit_buy.call_args
         self.assertEqual(call_args[0][0], 'BTC-USDC')
         self.assertAlmostEqual(Decimal(call_args[0][1]), Decimal('12.00'), places=8)
-        mock_get.assert_called_once()
-        self.config_mock.get_fgi_schedule.assert_called_once()
 
-    @patch('coinbase_advanced_trader.services.fear_and_greed_strategy.requests.get')
-    def test_execute_trade_sell(self, mock_get):
+    def test_execute_trade_sell(self):
         """Test execute_trade method for a sell scenario."""
-        mock_get.return_value.json.return_value = {
-            'data': [{'value': '75', 'value_classification': 'Extreme Greed'}]
-        }
+        self.strategy._fgi_client.get_current_value.return_value = 75
+        self.strategy._fgi_client.get_current_classification.return_value = "Extreme Greed"
 
         self.config_mock.get_fgi_schedule.return_value = [
             {'threshold': 30, 'factor': 1.2, 'action': 'buy'},
@@ -84,15 +80,11 @@ def test_execute_trade_sell(self, mock_get):
         call_args = self.order_service_mock.fiat_limit_sell.call_args
         self.assertEqual(call_args[0][0], 'BTC-USDC')
         self.assertAlmostEqual(Decimal(call_args[0][1]), Decimal('8.00'), places=8)
-        mock_get.assert_called_once()
-        self.config_mock.get_fgi_schedule.assert_called_once()
 
-    @patch('coinbase_advanced_trader.services.fear_and_greed_strategy.requests.get')
-    def test_execute_trade_no_condition_met(self, mock_get):
+    def test_execute_trade_no_condition_met(self):
         """Test execute_trade method when no condition is met."""
-        mock_get.return_value.json.return_value = {
-            'data': [{'value': '50', 'value_classification': 'Neutral'}]
-        }
+        self.strategy._fgi_client.get_current_value.return_value = 50
+        self.strategy._fgi_client.get_current_classification.return_value = "Neutral"
 
         self.config_mock.get_fgi_schedule.return_value = [
             {'threshold': 30, 'factor': 1.2, 'action': 'buy'},
@@ -104,20 +96,6 @@ def test_execute_trade_no_condition_met(self, mock_get):
         self.assertIsNone(result)
         self.order_service_mock.fiat_limit_buy.assert_not_called()
         self.order_service_mock.fiat_limit_sell.assert_not_called()
-        mock_get.assert_called_once()
-        self.config_mock.get_fgi_schedule.assert_called_once()
-
-    @patch('coinbase_advanced_trader.services.fear_and_greed_strategy.requests.get')
-    def test_get_fear_and_greed_index(self, mock_get):
-        """Test get_fear_and_greed_index method."""
-        mock_get.return_value.json.return_value = {
-            'data': [{'value': '47', 'value_classification': 'Neutral'}]
-        }
-
-        result = self.strategy.get_fear_and_greed_index()
-
-        self.assertEqual(result, (47, 'Neutral'))
-        mock_get.assert_called_once()
 
 
 if __name__ == '__main__':

requirements.txt

@@ -4,4 +4,5 @@ urllib3 >= 2.2.2
 PyYAML >= 6.0.1
 cryptography >= 42.0.4
 cffi
-alphasquared-py >= 0.3.0
+alphasquared-py >= 0.3.0
+fear-and-greed-crypto >= 0.1.0

setup.py

@@ -8,7 +8,7 @@
 
 setup(
     name='coinbase-advancedtrade-python',
-    version='0.3.3',
+    version='0.4.0',
     description='The unofficial Python client for the Coinbase Advanced Trade API',
     long_description=long_description,
     long_description_content_type="text/markdown",
@@ -30,10 +30,7 @@
         'Topic :: Software Development :: Libraries :: Python Modules',
         'License :: OSI Approved :: MIT License',
         'Programming Language :: Python :: 3',
-        'Programming Language :: Python :: 3.9',
-        'Programming Language :: Python :: 3.10',
-        'Programming Language :: Python :: 3.11',
         'Programming Language :: Python :: 3.12',
     ],
-    python_requires='>=3.9',
+    python_requires='>=3.12',
 )