add tools binance get market data

.env.example

@@ -2,4 +2,5 @@ ALPHA_VANTAGE_API_KEY=alpha_vantage_api_key_placeholder
 OPENAI_API_KEY=openai_api_key_placeholder
 TELEGRAM_API_ID=telegram_api_placeholder
 TELEGRAM_API_HASH=telegram_api_hash_placeholder
-TELEGRAM_SESSION_NAME=telegram_session_name_placeholder
+TELEGRAM_SESSION_NAME=telegram_session_name_placeholder
+BINANCE_API_KEY=binance_api_key_placeholder

.gitignore

@@ -10,3 +10,4 @@ eval_data/
 *.egg-info/
 .env
 .python-version
+playground.ipynb

requirements.txt

@@ -24,3 +24,4 @@ rich
 questionary
 langchain_anthropic
 langchain-google-genai
+binance-sdk-spot

tradingagents/agents/utils/agent_utils.py

@@ -1,6 +1,9 @@
 from langchain_core.messages import HumanMessage, RemoveMessage
 
 # Import tools from separate utility files
+from tradingagents.agents.utils.core_crypto_tools import (
+    get_crypto_data
+)
 from tradingagents.agents.utils.core_stock_tools import (
     get_stock_data
 )

tradingagents/agents/utils/core_crypto_tools.py

@@ -0,0 +1,21 @@
+from langchain_core.tools import tool
+from typing import Annotated
+from tradingagents.dataflows.interface import route_to_vendor
+
+@tool
+def get_crypto_data(
+    symbol: Annotated[str, "trading symbol, e.g., BTCUSDT"],
+    start_date: Annotated[str, "Start date in yyyy-mm-dd format"],
+    end_date: Annotated[str, "End date in yyyy-mm-dd format"],
+) -> str:
+    """
+    Retrieve cryptocurrency price data (OHLCV) for a given trading symbol.
+    Uses the configured core_crypto_apis vendor.
+    Args:
+        symbol (str): Trading symbol, e.g., BTCUSDT
+        start_date (str): Start date in yyyy-mm-dd format
+        end_date (str): End date in yyyy-mm-dd format
+    Returns:
+        str: A formatted dataframe containing the cryptocurrency price data for the specified trading symbol in the specified date range.
+    """
+    return route_to_vendor("get_crypto_data", symbol, start_date, end_date)

tradingagents/dataflows/binance.py

@@ -0,0 +1,85 @@
+from binance_common.configuration import ConfigurationRestAPI
+from binance_common.constants import SPOT_REST_API_PROD_URL
+from binance_sdk_spot.spot import Spot
+import os
+from datetime import datetime
+import csv
+import io
+
+def get_api_key() -> str:
+    """Retrieve the API key for Binance from environment variables."""
+    api_key = os.getenv("BINANCE_API_KEY")
+    if not api_key:
+        raise ValueError("BINANCE_API_KEY environment variable is not set.")
+    return api_key
+
+configuration = ConfigurationRestAPI(api_key=get_api_key(), base_path=SPOT_REST_API_PROD_URL)
+client = Spot(config_rest_api=configuration)
+
+def get_market_data(symbol: str, start_date: str, end_date: str):
+    """Fetch market data for a given symbol from Binance. Get OHLCV data. interval is 1 day.
+    
+    Args:
+        symbol: Trading symbol (e.g., 'BTCUSDT')
+        start_date: Start date in YYYY-MM-DD format
+        end_date: End date in YYYY-MM-DD format
+    
+    Returns:
+        CSV formatted string with OHLCV data
+    """
+    # Convert dates to epoch time (milliseconds)
+    start_epoch = int(datetime.strptime(start_date, "%Y-%m-%d").timestamp() * 1000)
+    end_epoch = int(datetime.strptime(end_date, "%Y-%m-%d").timestamp() * 1000)
+    
+    print(f"DEBUG: Fetching data for {symbol} from {start_date} to {end_date}")
+    try:
+        response = client.rest_api.klines(
+            symbol=symbol,
+            start_time=start_epoch,
+            end_time=end_epoch,
+            interval="1d",
+        )
+
+        rate_limits = response.rate_limits
+        print(f"DEBUG: klines() rate limits: {rate_limits}")
+
+        data = response.data()
+        
+        # Convert to CSV format
+        if not data:
+            return "No data available"
+        
+        # Create CSV string
+        output = io.StringIO()
+        writer = csv.writer(output)
+        
+        # Write headers
+        headers = [
+            "Open Time",
+            "Open Price", 
+            "High Price",
+            "Low Price",
+            "Close Price",
+            "Volume",
+            "Close Time",
+            "Quote Asset Volume",
+            "Number of Trades",
+            "Taker Buy Base Asset Volume",
+            "Taker Buy Quote Asset Volume",
+            "Unused Field"
+        ]
+        writer.writerow(headers)
+        
+        # Write data rows
+        for row in data:
+            writer.writerow(row)
+        
+        csv_string = output.getvalue()
+        output.close()
+        
+        return csv_string
+        
+    except Exception as e:
+        print(f"ERROR: klines() error: {e}")
+        return f"Error fetching market data from Binance: {e}"
+

tradingagents/dataflows/interface.py

@@ -17,12 +17,19 @@ from .alpha_vantage import (
 )
 from .alpha_vantage_common import AlphaVantageRateLimitError
 from .telegram import get_crypto_news_telegram
+from .binance import get_market_data as get_binance_crypto_data
 
 # Configuration and routing logic
 from .config import get_config
 
 # Tools organized by category
 TOOLS_CATEGORIES = {
+    "core_crypto_apis": {
+        "description": "OHLCV cryptocurrency price data",
+        "tools": [
+            "get_crypto_data"
+        ]
+    },
     "core_stock_apis": {
         "description": "OHLCV stock price data",
         "tools": [
@@ -65,6 +72,10 @@ VENDOR_LIST = [
 
 # Mapping of methods to their vendor-specific implementations
 VENDOR_METHODS = {
+    # core_crypto_apis
+    "get_crypto_data": {
+        "binance": get_binance_crypto_data,
+    },
     # core_stock_apis
     "get_stock_data": {
         "alpha_vantage": get_alpha_vantage_stock,
@@ -247,4 +258,4 @@ def route_to_vendor(method: str, *args, **kwargs):
         return results[0]
     else:
         # Convert all results to strings and concatenate
-        return '\n'.join(str(result) for result in results)
+        return '\n'.join(str(result) for result in results)

tradingagents/default_config.py

@@ -20,6 +20,7 @@ DEFAULT_CONFIG = {
     # Data vendor configuration
     # Category-level configuration (default for all tools in category)
     "data_vendors": {
+        "core_crypto_apis": "binance",       # Options: binance
         "core_stock_apis": "yfinance",       # Options: yfinance, alpha_vantage, local
         "technical_indicators": "yfinance",  # Options: yfinance, alpha_vantage, local
         "fundamental_data": "alpha_vantage", # Options: openai, alpha_vantage, local