Creating graphs of historic aggregated asset values

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Creating graphs of historic aggregated asset values

lumag

I am checking to see if there is interest in aggregating and visualizing the historic price data of assets on the Stellar network. I am thinking of implementing this as a REST like API. This would make it possible for web developers to integrate these graphs into various wallets and trade clients. Using aggregated data would make viewing the long term historic price graphs of the assets quick and easy.

The native image format of graphs would be SVG. These will scale well to many different screen sizes and resolutions. It could also be possible to reach inside the graphs and add chart trading widgets with JavaScript using the SVG DOM. The graphs would also be made available in many other image formats (PNG, JPG, PDF and etc).

It should be possible to create graphs of ANY and ALL of the asset pairs available using data from the Stellar network. The price data could be aggregated to ANY arbitrary time period in a 1 second resolution. The aggregation methods could also be arbitrarily chosen at the time of configuration. At first only open, high, low and close (OHLC) aggregates would be available, but it should be possible to later add many different aggregation types to do more complex analysis of the asset price data.

These graphs would be created using server side rendering without the need of any heavy client side JavaScript libraries. Light weight mobile applications running on low power devices should benefit from this. Another advantage is that the graphs could be inserted into emails, blogs and social media posts by just using a URL address to the image. This image would automatically be rendered dynamically on the server using the latest price data available at the time the image link was requested each time it was requested.

I don't have a website or any links to give for the project at this time, I am just wanting to see if there is interest for this in Stellar.

sacarlson

I think this might be cool. I tried to do almost the same with an API I wrote that now runs and feeds charts like this one http://www.funtracker.site/chart/chart.html?json=%7b%22asset_code%22:%22FUNT%22,%22base_code%22:%22XLM%22%7d At the time I wrote this API horizon didn't feed times so I wrote a backend recorder that only records order book bid and ask one time per hour to provide the API data feed. with the new horizon patch I think you can pull trades with times (I've never tried it) you can see that the new branch of stellarterm now uses the horizon patch feed to graph trade history. Maybe these might get you started or motivated to expand on them. like we need volume added on stellarterm history graph but I'm not so sure how easy that is to pull from horizon at this point. You might need to branch horizon at some point to get everything you need for cool full stellar API history feed.

pacngfar

Even if I think it is already feasible with current horizon, it's not straightforward and an API that aggregate these data (price history, trade volume, OLHC ...) and diffuse it in a simple format would be sooo nice to have

I think you should first create the API that serves the data, and eventually after other endpoints that generate server-side images. I don't think you should generate SVG or things like that, graph displaying and data visualization is from far another topic than data aggregation/extraction, and there's libs like the one used by coinmarketcap that does a great job for this.

EDIT: the lib is highcharts

lumag

Yes, I could create an API that serves the aggregated price data from a URL endpoint.

I've never used highcharts but have just browsed through their API for candlestick charts at http://api.highcharts.com/highstock/series%3Ccandlestick%3E.data and it appears to consume the data as javascript array values of x,open,high,low,close.

The aggregates would first be configured with the desired values for aggregate time period, asset code, asset issuer, etc. After that the aggregated data could be retrieved from an URL endpoint by providing the starting time stamp in a URL parameter. For live aggregated price data the current time stamp of Date.now() could be used as the parameter. A second way would be to provide the historic aggregated price data at one endpoint to initially create a chart and a different endpoint for live aggregated price data. Which ever is most easy and compatible.

Aggregated price data for a line chart could be created by configuring just a close aggregate and accessing its data endpoint.

Looking forward to some of the features of a future version of this API could provide the data for technical indicators (RSI, MACD, bollinger bands, etc) as the aggregated data using the format described above. Future versions could also provide some more advanced indicators for trading such as correlations, covariances and etc between two trade pairs.

If I was confident that I would be awarded in the trading tools category of the SBC after successfully implementing what I just described above, I would begin working on this immediately.

sacarlson

yes the highcharts javascript lib is what I and also stellarterm (and maybe other stellar apps) use to plot active graphs with. So the output of the API feed would be best to try to stay close to the input format of highcharts or at least as I did made it an option in my output format selection. This can make it easy to make almost immediate use of it. As I have said before I've created an API feed that already feeds my highcharts scripts. But I think mine should be considered obsolete if horizon can do the same thing now. My present API runs out of my mss-server that is poorly documented here: https://github.com/sacarlson/stellar_utility/tree/master/multi-sign-server. maybe you can still make use of my docs as an idea of what I found useful at the time. see action get_ticker:

##get_ticker: Get historic price records between assets being traded on the stellar.org network.

Values send:
    timestamp_start: default undefined that is seen as start of Now() start time is present start and stop range of timestamps on each is in standard int seconds since Jan 01 1970. (UTC) if timestamp_end > 365
    timestamp_end: default undefined that is also seen as start of now() to the end of time or max number or record pulls in the past if timestamp_end is less than 365 then the value is looked at as days back from timestamp_start - 24 hours/day
    asset_code: query for only asset_code that match this value example "USD", if undefined will return all asset_code seen in present records
    asset_code_issuer: the stellar.org network issuer address of the asset_code above (presently not used planed to add)
    base_asset_code: base asset_code that is being traded with asset_code
    base_asset_issuer: the stellar.org network issuer address of the base_asset_code
    limit: the max number of records to pull from the database, default 1000
    mode: sets the return format with 0 default, 1, and 2. mode 1 and 2 return arrays of arrays of 1) [timestamp,ask,ask,ask,ask,ask_volume] or 2) [timestamp,ask,ask,bid,ask,ask_volume] to be compatible with our js graphic libs, the bid replaces low in our js lib. in our js graphic lib it's maped as [timestamp,open,high,low,close,trade_volume]. We hope to make ours the same someday.
    sort_desc: will sort by timestamp in descending order if this is set to "true", default is sorted by timestamp in asending order.

lumag

sacarlson Thanks for the info.