candles-feed

This skill fetches candlestick (OHLCV) data from exchanges and calculates technical indicators. It provides the data foundation for strategy development and market analysis.

Prerequisites

•Hummingbot API server must be running (use the setup skill)
•Exchange connector must support candle data

Capabilities

1. Get Available Connectors

List exchanges that support candle data:

bash

./scripts/list_candle_connectors.sh

2. Fetch Candles

Get OHLCV data for a trading pair:

bash

./scripts/get_candles.sh \
    --connector binance \
    --pair BTC-USDT \
    --interval 1h \
    --days 30

Supported intervals: 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w

3. Calculate Indicators

Calculate technical indicators on candle data:

bash

# RSI (Relative Strength Index)
./scripts/calculate_indicator.sh \
    --connector binance \
    --pair BTC-USDT \
    --indicator rsi \
    --period 14

# EMA (Exponential Moving Average)
./scripts/calculate_indicator.sh \
    --connector binance \
    --pair BTC-USDT \
    --indicator ema \
    --period 20

# MACD (Moving Average Convergence Divergence)
./scripts/calculate_indicator.sh \
    --connector binance \
    --pair BTC-USDT \
    --indicator macd \
    --fast 12 \
    --slow 26 \
    --signal 9

# Bollinger Bands
./scripts/calculate_indicator.sh \
    --connector binance \
    --pair BTC-USDT \
    --indicator bb \
    --period 20 \
    --std 2

4. Get Current Price

Get the latest price for trading pairs:

bash

./scripts/get_price.sh \
    --connector binance \
    --pairs "BTC-USDT,ETH-USDT"

5. Get Funding Rate (Perpetuals)

Get funding rate for perpetual contracts:

bash

./scripts/get_funding_rate.sh \
    --connector binance_perpetual \
    --pair BTC-USDT

Supported Indicators

Indicator	Code	Parameters	Description
RSI	`rsi`	period	Relative Strength Index
EMA	`ema`	period	Exponential Moving Average
SMA	`sma`	period	Simple Moving Average
MACD	`macd`	fast, slow, signal	Moving Average Convergence Divergence
Bollinger Bands	`bb`	period, std	Volatility bands
ATR	`atr`	period	Average True Range
VWAP	`vwap`	-	Volume Weighted Average Price
Stochastic	`stoch`	k_period, d_period	Stochastic Oscillator

Candle Data Format

Returned candle data includes:

Field	Type	Description
`timestamp`	int	Unix timestamp (ms)
`open`	float	Opening price
`high`	float	Highest price
`low`	float	Lowest price
`close`	float	Closing price
`volume`	float	Trading volume

Example output:

json

{
    "candles": [
        {
            "timestamp": 1706400000000,
            "open": 42150.5,
            "high": 42300.0,
            "low": 42100.0,
            "close": 42250.0,
            "volume": 1250.5
        }
    ],
    "interval": "1h",
    "total_candles": 720
}

Indicator Output

RSI Output

json

{
    "indicator": "rsi",
    "period": 14,
    "current_value": 65.5,
    "signal": "neutral",
    "interpretation": {
        "overbought": 70,
        "oversold": 30,
        "description": "RSI at 65.5 indicates slightly bullish momentum"
    }
}

MACD Output

json

{
    "indicator": "macd",
    "current_values": {
        "macd_line": 125.5,
        "signal_line": 110.2,
        "histogram": 15.3
    },
    "signal": "bullish",
    "interpretation": "MACD above signal line, positive momentum"
}

Bollinger Bands Output

json

{
    "indicator": "bb",
    "period": 20,
    "std": 2,
    "current_values": {
        "upper": 43500.0,
        "middle": 42000.0,
        "lower": 40500.0,
        "current_price": 42250.0
    },
    "position": "middle",
    "bandwidth": 0.071
}

Workflow: Market Analysis

•
Check available connectors
bash
```
./scripts/list_candle_connectors.sh
```

•

Fetch candle data

bash

./scripts/get_candles.sh --connector binance --pair BTC-USDT --interval 4h --days 30

•

Calculate indicators

bash

# Get RSI
./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator rsi --period 14

# Get EMA crossover
./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator ema --period 20
./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator ema --period 50

•
Interpret signals
- •RSI > 70: Overbought, potential sell signal
- •RSI < 30: Oversold, potential buy signal
- •EMA(20) > EMA(50): Bullish trend
- •EMA(20) < EMA(50): Bearish trend

API Endpoints Used

All requests go to http://localhost:8000 with Basic Auth (admin:admin):

Endpoint	Method	Description
`/market-data/available-candle-connectors`	GET	List connectors with candle support
`/market-data/historical-candles`	POST	Fetch bulk historical OHLCV data
`/market-data/candles`	POST	Fetch real-time OHLCV data
`/market-data/prices`	POST	Get current prices
`/market-data/funding-info`	POST	Get funding rates

Data Fetching Strategy

Scripts use a dual-fetch approach for comprehensive data:

•Historical candles - Bulk data from /market-data/historical-candles
•Real-time candles - Latest data from /market-data/candles
•Merge - Deduplicate by timestamp, real-time overrides historical

Environment Variables

Variable	Default	Description
`API_URL`	`http://localhost:8000`	API base URL
`API_USER`	`admin`	API username
`API_PASS`	`admin`	API password

Error Handling

Error	Cause	Solution
"Connector not supported"	Exchange doesn't support candles	Use list_candle_connectors
"Invalid interval"	Unsupported interval format	Use 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w
"Rate limited"	Too many requests	Wait and retry
"Invalid trading pair"	Pair not available	Check exchange for valid pairs

Notes

•Candle data is fetched directly from exchanges via the Hummingbot API
•Indicators are calculated locally using the fetched candle data
•Historical data availability varies by exchange (typically 30-90 days)
•For real-time data, consider shorter intervals (1m, 5m)
•For trend analysis, use longer intervals (4h, 1d)