feat: add fear and greed index dataflow

feat: add Binance single OHLCV for analysts

tradingagents/agents/analysts/fundamentals_analyst.py

@@ -11,6 +11,7 @@ def create_fundamentals_analyst(llm, toolkit):
         company_name = state["company_of_interest"]
 
         tools = [
+            toolkit.get_binance_ohlcv,
             toolkit.get_fundamentals_openai
         ]
 

tradingagents/agents/analysts/news_analyst.py

@@ -10,11 +10,13 @@ def create_news_analyst(llm, toolkit):
         ticker = state["company_of_interest"]
 
         tools = [
+            toolkit.get_binance_ohlcv,
             # toolkit.get_global_news_openai, 
             # toolkit.get_google_news,
             # toolkit.get_reddit_news,
             toolkit.get_blockbeats_news,
             toolkit.get_coindesk_news,
+            toolkit.get_fear_and_greed_index
         ]
 
         system_message = (

tradingagents/agents/analysts/social_media_analyst.py

@@ -11,8 +11,10 @@ def create_social_media_analyst(llm, toolkit):
         company_name = state["company_of_interest"]
 
         tools = [
-            toolkit.get_stock_news_openai,
+            toolkit.get_binance_ohlcv,
-            toolkit.get_reddit_stock_info
+            toolkit.get_fear_and_greed_index,
+            # toolkit.get_stock_news_openai,
+            # toolkit.get_reddit_stock_info
         ]
 
         system_message = (

tradingagents/agents/utils/agent_utils.py

@@ -83,6 +83,26 @@ class Toolkit:
         coindesk_news_result = interface.get_coindesk_news(tickers, count)
         return coindesk_news_result
     
+    @staticmethod
+    @tool
+    def get_binance_ohlcv(
+        symbol: Annotated[str, "ticker symbol of the asset"],
+        interval: Annotated[
+            str,
+            "Interval for the data, e.g. '1m', '5m', '1h', '1d'",
+        ] = "15m",
+    ) -> str:
+        """
+        Retrieve the latest OHLCV data from Binance for a given symbol and interval.
+        Args:
+            symbol (str): Ticker symbol of the asset, e.g. 'BTCUSDT'
+            interval (str): Interval for the data, e.g. '1m', '5m', '1h', '1d'
+        Returns:
+            str: A formatted string containing the latest OHLCV data from Binance for the specified symbol and interval.
+        """
+        binance_ohlcv_result = interface.get_binance_ohlcv(symbol, interval)
+        return binance_ohlcv_result
+    
     @staticmethod
     @tool
     def get_binance_data(
@@ -103,6 +123,16 @@ class Toolkit:
         binance_data_result = interface.get_binance_data(symbol, interval)
         return binance_data_result
     
+    @staticmethod
+    @tool
+    def get_fear_and_greed_index() -> str:
+        """
+        Get current crypto market Fear and Greed Index. 0 means "Extreme Fear", while 100 means "Extreme Greed"
+        Returns:
+            str: A formatted string containing the current crypto market Fear and Greed Index.
+        """
+        return interface.get_fear_and_greed_index()
+    
     @staticmethod
     @tool
     def get_reddit_news(

tradingagents/dataflows/__init__.py

@@ -5,10 +5,12 @@ from .binance_utils import *
 from .reddit_utils import fetch_top_from_category
 
 from .interface import (
+    get_binance_ohlcv,
     # News and sentiment functions
     get_blockbeats_news,
     get_coindesk_news,
     get_google_news,
+    get_fear_and_greed_index,
     get_reddit_global_news,
     get_reddit_company_news,
     # Financial statements functions
@@ -20,10 +22,12 @@ from .interface import (
 )
 
 __all__ = [
+    "get_binance_ohlcv",
     # News and sentiment functions
     "get_blockbeats_news",
     "get_coindesk_news",
     "get_google_news",
+    "get_fear_and_greed_index",
     "get_reddit_global_news",
     "get_reddit_company_news",
     # Financial statements functions

tradingagents/dataflows/alternativeme_utils.py

@@ -0,0 +1,15 @@
+
+import requests
+
+def fetch_fear_and_greed_from_alternativeme():
+    """
+    Fetch the Fear and Greed Index from Alternative.me API.
+    Returns:
+        list[str]: A list of fear and greed index values. Sorted by date in descending order.
+    """
+    url = "https://api.alternative.me/fng/?limit=10"
+    response = requests.get(url)
+    if response.status_code == 200:
+        data = response.json()
+        if "data" in data and len(data["data"]) > 0:
+            return [value["value"] for value in data["data"] if "value" in value]

tradingagents/dataflows/binance_utils.py

@@ -3,6 +3,35 @@ from binance.um_futures import UMFutures
 
 um_futures_client = UMFutures()
 
+def check_symbol(fn):
+    def wrapper(symbol: str, *args, **kwargs):
+        symbol = symbol.upper()
+        if not symbol.endswith("USDT") and not symbol.endswith("USDC"):
+            symbol += "USDT"
+        return fn(symbol, *args, **kwargs)
+    return wrapper
+
+@check_symbol
+def fetch_ohlcv_from_binance(symbol: str, interval: str):
+    """
+    Fetch historical OHLCV (Open, High, Low, Close, Volume) data from Binance.
+
+    :param symbol: The trading pair symbol (e.g., 'BTCUSDT').
+    :param interval: The time interval for the OHLCV data (e.g., '1m', '5m', '1h').
+    :return: A dictionary containing the latest OHLCV data.
+    """
+    data = um_futures_client.klines(symbol=symbol, interval=interval, limit=1)
+    if isinstance(data, list) and len(data) > 0:
+        ohlcv = data[0]
+        return {
+            "open": float(ohlcv[1]),
+            "high": float(ohlcv[2]),
+            "low": float(ohlcv[3]),
+            "close": float(ohlcv[4]),
+            "volume": float(ohlcv[5])
+        }
+
+@check_symbol
 def fetch_klines_from_binance(symbol: str, interval: str, limit: int = 75):
     """
     Fetch historical klines (candlestick data) from Binance.
@@ -14,6 +43,7 @@ def fetch_klines_from_binance(symbol: str, interval: str, limit: int = 75):
     """
     return um_futures_client.klines(symbol=symbol, interval=interval, limit=limit)
 
+@check_symbol
 def fetch_depth_from_binance(symbol: str, limit: int = 50):
     """
     Fetch the order book depth from Binance.
@@ -24,6 +54,7 @@ def fetch_depth_from_binance(symbol: str, limit: int = 50):
     """
     return um_futures_client.depth(symbol=symbol, limit=limit)
 
+@check_symbol
 def fetch_24hr_pricechange_from_binance(symbol: str):
     """
     Fetch 24-hour ticker price change statistics from Binance.
@@ -33,6 +64,7 @@ def fetch_24hr_pricechange_from_binance(symbol: str):
     """
     return um_futures_client.ticker_24hr_price_change(symbol=symbol)
 
+@check_symbol
 def fetch_toplongshort_position_ratio_from_binance(symbol: str, period: str, limit: int = 50):
     """
     Fetch the top long/short position ratio from Binance.
@@ -44,6 +76,7 @@ def fetch_toplongshort_position_ratio_from_binance(symbol: str, period: str, lim
     """
     return um_futures_client.top_long_short_position_ratio(symbol=symbol, period=period, limit=limit)
 
+@check_symbol
 def fetch_toplongshort_account_ratio_from_binance(symbol: str, period: str, limit: int = 50):
     """
     Fetch the top long/short account ratio from Binance.
@@ -55,6 +88,7 @@ def fetch_toplongshort_account_ratio_from_binance(symbol: str, period: str, limi
     """
     return um_futures_client.top_long_short_account_ratio(symbol=symbol, period=period, limit=limit)
 
+@check_symbol
 def fetch_global_longshort_account_ratio_from_binance(symbol: str, period: str, limit: int = 50):
     """
     Fetch the global long/short account ratio from Binance.
@@ -66,6 +100,7 @@ def fetch_global_longshort_account_ratio_from_binance(symbol: str, period: str,
     """
     return um_futures_client.long_short_account_ratio(symbol=symbol, period=period, limit=limit)
 
+@check_symbol
 def fetch_taker_longshort_ratio_from_binance(symbol: str, period: str, limit: int = 50):
     """
     Fetch the taker long/short ratio from Binance.

tradingagents/dataflows/interface.py

@@ -2,11 +2,9 @@ from typing import Annotated, Dict
 from .blockbeats_utils import fetch_news_from_blockbeats
 from .coindesk_utils import fetch_news_from_coindesk
 from .reddit_utils import fetch_top_from_category
-from .yfin_utils import *
-from .stockstats_utils import *
 from .googlenews_utils import *
 from .binance_utils import *
-from .finnhub_utils import get_data_in_range
+from .alternativeme_utils import fetch_fear_and_greed_from_alternativeme
 from dateutil.relativedelta import relativedelta
 from concurrent.futures import ThreadPoolExecutor
 from datetime import datetime
@@ -14,10 +12,14 @@ import json
 import os
 import pandas as pd
 from tqdm import tqdm
-import yfinance as yf
 from openai import OpenAI
 from .config import get_config, set_config, DATA_DIR
+
 from warnings import deprecated
+from .yfin_utils import *
+from .stockstats_utils import *
+from .finnhub_utils import get_data_in_range
+import yfinance as yf
 
 def get_blockbeats_news(count: Annotated[int, "news' count, no more than 30"] = 10):
     """
@@ -66,6 +68,10 @@ def get_coindesk_news(
 
     return f"## Coindesk News:\n\n{news_str}"
 
+def get_fear_and_greed_index() -> str:
+    fng = fetch_fear_and_greed_from_alternativeme()
+    return f"""## Fear and Greed Index: {fng[0]}\n0 means \"Extreme Fear\", while 100 means \"Extreme Greed\"\nPrevious daily FnG: {','.join(fng[1:])}"""
+
 def get_google_news(
     query: Annotated[str, "Query to search with"],
     curr_date: Annotated[str, "Curr date in yyyy-mm-dd format"],
@@ -200,6 +206,30 @@ def get_reddit_company_news(
 
     return f"##{ticker} News Reddit, from {before} to {curr_date}:\n\n{news_str}"
 
+def get_binance_ohlcv(
+    symbol: Annotated[str, "ticker symbol of the asset"],
+    interval: Annotated[str, "time interval for the data, e.g., '1m', '5m', '1h'"],
+) -> str:
+    """
+    Fetch the latest OHLCV (Open, High, Low, Close, Volume) data from Binance for a given symbol and interval.
+
+    Args:
+        symbol (str): The trading pair symbol (e.g., 'BTCUSDT').
+        interval (str): The time interval for the OHLCV data (e.g., '1m', '5m', '1h').
+    Returns:
+        str: A formatted string containing the latest OHLCV data.
+    """
+    symbol = symbol.upper().strip()
+    if not symbol.endswith("USDT"):
+        symbol += "USDT"
+
+    ohlcv = fetch_ohlcv_from_binance(symbol, interval)
+    if ohlcv is dict:
+        return (
+            f"## {symbol} Futures **Latest OHLCV Data** in last {interval}:\n"
+            f"Open: {ohlcv['open']}, High: {ohlcv['high']}, Low: {ohlcv['low']}, Close: {ohlcv['close']}, Volume: {ohlcv['volume']}\n"
+        )
+
 def get_binance_data(
     symbol: Annotated[str, "ticker symbol of the asset"],
     interval: Annotated[str, "time interval for the data, e.g., '1m', '5m', '1h'"],

tradingagents/graph/trading_graph.py

@@ -122,12 +122,15 @@ class TradingAgentsGraph:
             ),
             "social": ToolNode(
                 [
-                    self.toolkit.get_stock_news_openai,
+                    self.toolkit.get_binance_ohlcv,
-                    self.toolkit.get_reddit_stock_info,
+                    self.toolkit.get_fear_and_greed_index,
+                    # self.toolkit.get_stock_news_openai,
+                    # self.toolkit.get_reddit_stock_info,
                 ]
             ),
             "news": ToolNode(
                 [
+                    self.toolkit.get_binance_ohlcv,
                     # self.toolkit.get_global_news_openai,
                     # self.toolkit.get_google_news,
                     self.toolkit.get_blockbeats_news,
@@ -137,6 +140,7 @@ class TradingAgentsGraph:
             ),
             "fundamentals": ToolNode(
                 [
+                    self.toolkit.get_binance_ohlcv,
                     self.toolkit.get_fundamentals_openai
                 ]
             ),