Getting Historical Data

In this section, we will write the code to get historical OHLC data to populate a chart with candlesticks up to the current timestamp. Create a new file called histOHLC.js and add the following code. Each part of the code is explained below.

Imports

import axios from "axios";
import config from "./configs.json";

• axios: Axios is used to make HTTP requests to the Bitquery API.
• config: A local JSON file storing your API token securely.

API Endpoint and Query

We are using the Tokens Cube from the Crypto Price API which gives you price of a token on different chains in USD. You can use Pairs Cube as well to get price against specific currency.

const endpoint = "https://streaming.bitquery.io/eap";

const TOKEN_DETAILS = `
{
  Trading {
    Tokens(
      where: {
        Token: {
          Network: {is: "Solana"},
          Address: {is: "6ft9XJZX7wYEH1aywspW5TiXDcshGc2W2SqBHN9SLAEJ"}
        },
        Interval: {Time: {Duration: {eq: 60}}}
      },
      orderBy: {descending: Block_Time},
      limit: {count: 10000}
    ) {
      Token {
        Address
        Name
        Symbol
        Network
      }
      Block {
        Date
        Time
        Timestamp
      }
      Interval {
        Time {
          Start
          Duration
          End
        }
      }
      Volume {
        Base
        Quote
        Usd
      }
      Price {
        IsQuotedInUsd
        Ohlc {
          Open
          High
          Low
          Close
        }
        Average {
          SimpleMoving
          ExponentialMoving
        }
      }
    }
  }
}
`;

• TOKEN_DETAILS: This GraphQL query fetches token trading data on the Solana blockchain for 1-minute intervals (Duration: {eq: 60}), including OHLC prices in USD. It’s scoped to a specific token by address: 6ft9XJZX7wYEH1aywspW5TiXDcshGc2W2SqBHN9SLAEJ for the sake of this explanation. You can pass the variables quote from url and set it here.

fetchHistoricalData Function

export async function fetchHistoricalData(from) {
  const requiredBars = 360; // Hardcoding the value

• fetchHistoricalData: Retrieves at least 360 one-minute OHLC bars, starting from the from timestamp.

API Request

  try {
    const response = await axios.post(
      endpoint,
      { query: TOKEN_DETAILS },
      {
        headers: {
          "Content-Type": "application/json",
          Authorization: `Bearer ${config.authtoken}`,
        },
      }
    );
    console.log("API called");

• axios.post: Sends a POST request to Bitquery's streaming endpoint with the GraphQL query and an authorization token.
• Authorization: Token is stored securely in configs.json. You can generate one by following these instructions.

Data Processing

const trades = response.data.data.Trading.Tokens;

let bars = trades.map((trade) => {
  const blockTime = new Date(trade.Block.Time).getTime();

  return {
    time: blockTime,
    open: trade.Price.Ohlc.Open || 0,
    high: trade.Price.Ohlc.High || 0,
    low: trade.Price.Ohlc.Low || 0,
    close: trade.Price.Ohlc.Close || 0,
    volume: trade.Volume.Base || 0,
  };
});

• Preprocessing the Data: Maps the raw response into bars, where each bar has:

  • time: Unix timestamp in milliseconds.
  • open/high/low/close: OHLC prices.
  • volume: Trading volume in base tokens.

Sorting the Data

bars.sort((a, b) => a.time - b.time);

Sorts the bars chronologically, as the API returns them in descending order by default. You can skip this step by changing query to return it in ascending order.

Handling Missing Bars

The new price stream will handle all intervals, and this step can be skipped.

if (bars.length < requiredBars) {
  const earliestTime = bars[0]?.time || from;
  const missingBarsCount = requiredBars - bars.length;

  for (let i = 1; i <= missingBarsCount; i++) {
    bars.unshift({
      time: earliestTime - i * 60000,
      open: 0,
      high: 0,
      low: 0,
      close: 0,
      volume: 0,
      count: 0,
    });
  }
}

• Missing Bar Padding: If fewer than 360 bars are returned, the function backfills missing bars with zero values, maintaining continuity in the chart.

Return the Processed Data

    return bars;
  } catch (err) {
    console.error("Error fetching historical data:", err);
    throw err;
  }
}

• Returns the final processed bar array or throws an error if the API request fails.