candles-feed

This skill fetches candlestick (OHLCV) data from exchanges and calculates technical indicators. It provides the data foundation for strategy development and market analysis.

Prerequisites

• Hummingbot API server must be running (use the setup skill)

• Exchange connector must support candle data

Capabilities

1. Get Available Connectors

List exchanges that support candle data:

./scripts/list_candle_connectors.sh

2. Fetch Candles

Get OHLCV data for a trading pair:

./scripts/get_candles.sh
--connector binance
--pair BTC-USDT
--interval 1h
--days 30

Supported intervals: 1m , 5m , 15m , 30m , 1h , 4h , 1d , 1w

3. Calculate Indicators

Calculate technical indicators on candle data:

RSI (Relative Strength Index)

./scripts/calculate_indicator.sh
--connector binance
--pair BTC-USDT
--indicator rsi
--period 14

EMA (Exponential Moving Average)

./scripts/calculate_indicator.sh
--connector binance
--pair BTC-USDT
--indicator ema
--period 20

MACD (Moving Average Convergence Divergence)

./scripts/calculate_indicator.sh
--connector binance
--pair BTC-USDT
--indicator macd
--fast 12
--slow 26
--signal 9

Bollinger Bands

./scripts/calculate_indicator.sh
--connector binance
--pair BTC-USDT
--indicator bb
--period 20
--std 2

4. Get Current Price

Get the latest price for trading pairs:

./scripts/get_price.sh
--connector binance
--pairs "BTC-USDT,ETH-USDT"

5. Get Funding Rate (Perpetuals)

Get funding rate for perpetual contracts:

./scripts/get_funding_rate.sh
--connector binance_perpetual
--pair BTC-USDT

Supported Indicators

Indicator Code Parameters Description

RSI rsi

period Relative Strength Index

EMA ema

period Exponential Moving Average

SMA sma

period Simple Moving Average

MACD macd

fast, slow, signal Moving Average Convergence Divergence

Bollinger Bands bb

period, std Volatility bands

ATR atr

period Average True Range

VWAP vwap

Volume Weighted Average Price

Stochastic stoch

k_period, d_period Stochastic Oscillator

Candle Data Format

Returned candle data includes:

Field Type Description

timestamp

int Unix timestamp (ms)

open

float Opening price

high

float Highest price

low

float Lowest price

close

float Closing price

volume

float Trading volume

Example output:

{ "candles": [ { "timestamp": 1706400000000, "open": 42150.5, "high": 42300.0, "low": 42100.0, "close": 42250.0, "volume": 1250.5 } ], "interval": "1h", "total_candles": 720 }

Indicator Output

RSI Output

{ "indicator": "rsi", "period": 14, "current_value": 65.5, "signal": "neutral", "interpretation": { "overbought": 70, "oversold": 30, "description": "RSI at 65.5 indicates slightly bullish momentum" } }

MACD Output

{ "indicator": "macd", "current_values": { "macd_line": 125.5, "signal_line": 110.2, "histogram": 15.3 }, "signal": "bullish", "interpretation": "MACD above signal line, positive momentum" }

Bollinger Bands Output

{ "indicator": "bb", "period": 20, "std": 2, "current_values": { "upper": 43500.0, "middle": 42000.0, "lower": 40500.0, "current_price": 42250.0 }, "position": "middle", "bandwidth": 0.071 }

Workflow: Market Analysis

Check available connectors

./scripts/list_candle_connectors.sh

Fetch candle data

./scripts/get_candles.sh --connector binance --pair BTC-USDT --interval 4h --days 30

Calculate indicators

Get RSI

./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator rsi --period 14

Get EMA crossover

./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator ema --period 20 ./scripts/calculate_indicator.sh --connector binance --pair BTC-USDT --indicator ema --period 50

Interpret signals

• RSI > 70: Overbought, potential sell signal

• RSI < 30: Oversold, potential buy signal

• EMA(20) > EMA(50): Bullish trend

• EMA(20) < EMA(50): Bearish trend

API Endpoints Used

All requests go to http://localhost:8000 with Basic Auth (admin:admin ):

Endpoint Method Description

/market-data/available-candle-connectors

GET List connectors with candle support

/market-data/historical-candles

POST Fetch bulk historical OHLCV data

/market-data/candles

POST Fetch real-time OHLCV data

/market-data/prices

POST Get current prices

/market-data/funding-info

POST Get funding rates

Data Fetching Strategy

Scripts use a dual-fetch approach for comprehensive data:

• Historical candles - Bulk data from /market-data/historical-candles

• Real-time candles - Latest data from /market-data/candles

• Merge - Deduplicate by timestamp, real-time overrides historical

Environment Variables

Variable Default Description

API_URL

http://localhost:8000

API base URL

API_USER

admin

API username

API_PASS

admin

API password

Error Handling

Error Cause Solution

"Connector not supported" Exchange doesn't support candles Use list_candle_connectors

"Invalid interval" Unsupported interval format Use 1m, 5m, 15m, 30m, 1h, 4h, 1d, 1w

"Rate limited" Too many requests Wait and retry

"Invalid trading pair" Pair not available Check exchange for valid pairs

Notes

• Candle data is fetched directly from exchanges via the Hummingbot API

• Indicators are calculated locally using the fetched candle data

• Historical data availability varies by exchange (typically 30-90 days)

• For real-time data, consider shorter intervals (1m, 5m)

• For trend analysis, use longer intervals (4h, 1d)