Bitcoin Volume Spike Detector

This program, aggr_max_vol_01.py, analyzes Bitcoin (BTC) trading data from compressed CSV files (.gz) to detect significant trading volume spikes. It then stores these spikes in a local SQLite database for later analysis.

Overview

The program reads compressed CSV files containing BTC trade data from a specified directory. It filters the data, aggregates it into 1-minute intervals, identifies volume spikes, and stores them in a database.

Key Features

• Data Input: Reads compressed CSV files (.gz) from a designated directory (/home/astroill/BTC/aggr-server/data by default).
• Data Filtering: Filters data by date (START_DATE) and minimum volume (MORE_BTC_THRESHOLD).
• Data Aggregation: Resamples data into 1-minute intervals and calculates summary statistics.
• Spike Detection: Identifies volume spikes above a defined threshold (MAXIMUM_VOLUME_THRESHOLD).
• Database Storage: Stores spike information in a local SQLite database (btc.db).
• Duplicate Prevention: Avoids saving duplicate records with the same timestamp.
• Error Handling: Includes robust error handling and logging to manage potential issues.
• Logging: Includes robust logging to aggr_max_vol.log file.
• Output: Prints the time, closing price, volume for each spike and the timestamp of the most recent record in the database.

Prerequisites

• Python 3.x
• Required Python libraries:
  • pandas
• dbiLL.db_btc

Installation

1. Clone or download the repository.
2. Install the required Python packages:

   pip install pandas

   Also you need to add dbiLL.db_btc.

Usage

1. Place Data: Ensure that your compressed CSV (.gz) data files are in the directory specified by the DATA_PATH constant in the script. By default it is: /home/astroill/BTC/aggr-server/data. Files should have date in the name.
2. Run the Script:

   python aggr_max_vol_01.py

3. Logging All errors and warnings will be logged to aggr_max_vol.log
4. Check for spikes. The program will print spikes into console.
5. Check DB The detected spikes will be saved in btc.db.

Configuration

The following constants in aggr_max_vol_01.py can be adjusted:

• MORE_BTC_THRESHOLD: The minimum trading volume for a record to be considered. Default: 10.
• MAXIMUM_VOLUME_THRESHOLD: The minimum volume for a spike to be identified. Default: 500.
• DATA_PATH: The directory where the compressed CSV files are located. Default: /home/astroill/BTC/aggr-server/data.
• START_DATE: The minimum date for the files that will be processed. Default: 2025-03-04.

Output

• Console Output:
  • Prints the exchange/pair, timestamp, closing price, and volume for each detected volume spike.
  • Prints the timestamp of the most recent record saved in the database.
• Database:
  • Saves detected spikes in the btc.db SQLite database.
  • Stores time, close, vol, dir, liq for each record.
• Logging:
  • All errors and warnings will be saved in aggr_max_vol.log

Data format

• File should be in .gz format.
• Each file's name is expected to include a date (YYYY-MM-DD) at the beginning of the name.
• Each .gz file contains data about BTC trades with the following space-separated columns: time, close, vol, dir, liq.

License

[MIT License]