Crypto Volatility Calculator

This Python command-line application calculates the daily volatility of cryptocurrencies against a fiat currency. It fetches data from a cryptocurrency exchange, processes it, and outputs the results in a CSV file or on the screen.

Features

• Exchange Support: Currently supports Binance (via the CCXT library) for fetching market data.
• Daily Volatility Calculation: Calculates daily volatility using historical price data and a standard formula.
• Configurable Parameters: The exchange, fiat currency, and the number of days to analyze can be configured through a config.json file.
• Logging: Logs activities, such as data fetching and calculations, in the console.
• CSV Output: Optionally outputs results to a CSV file containing:
  • Cryptocurrency symbol
  • Fiat currency symbol
  • Calculated daily volatility
  • Last traded price
  • Average trading volume over the selected period

Table of Contents

• Installation
• Usage
• Configuration
• Output
• Logging
• Dependencies
• Acknowledgements
• Author

Installation

1. Install Required Packages: The project uses ccxt for fetching data, pandas for data handling and numpy for calculation. Install these dependencies using pip:

    pip install ccxt pandas numpy

Usage

To run the program, simply execute main.py:

python3 main.py

The script will fetch cryptocurrency data from the exchange (defined in the configuration file), calculate the daily volatility, and output the results.

Configuration

The script reads parameters from a config.json file located in the root directory. Below is an example of the configuration file:

{
  "exchange_name": "binance",
  "fiat_currency": "EUR",
  "days": 10
}

Configuration Fields:

• exchange_name: The name of the exchange to fetch data from (e.g., "binance").
• fiat_currency: The fiat currency against which to calculate cryptocurrency volatility (e.g., "EUR").
• days: The number of days to use for calculating the volatility.

Ensure that you update these parameters as needed before running the script.

Output

Console Output:

The results, including cryptocurrency volatility, last price, and average volume, will be displayed on the console.

CSV Output:

Optionally, the program can output the results to a CSV file. The file will include the following columns:

• base: The cryptocurrency symbol (e.g., BTC).
• quote: The fiat currency symbol (e.g., EUR).
• daily_volatility: The calculated daily volatility.
• last_price: The last traded price of the cryptocurrency.
• average_volume: The average trading volume over the selected period.

Sample CSV output:

base,quote,daily_volatility,last_price,average_volume
GRT,EUR,0.003769628628923544,0.1347,180011.8
EOS,EUR,0.025981724346163023,0.762,34726.71

Logging

All activities during execution are logged to the console. Example log messages include data fetching status, volatility calculations, and file output notifications.

Dependencies

• ccxt for cryptocurrency market data fetching.
• pandas for data manipulation and CSV output.
• numpy for mathematical calculations.

Acknowledgements

Special thanks to the team at Vesper Aerospace for the opportunity and proposition of this project.

Author

• Tobias SAVARY