feat: dashboard for BTC/ETH

.devcontainer/devcontainer.json

@@ -27,6 +27,9 @@
       "onAutoForward": "openPreview"
     }
   },
+  "appPort": [
+    8501
+  ],
   "forwardPorts": [
     8501
   ]

requirements.txt

@@ -1 +1,5 @@
-streamlit
+streamlit
+numpy
+pandas
+yfinance
+plotly

streamlit_app.py

@@ -1,6 +1,251 @@
 import streamlit as st
 
-st.title("🎈 My new app")
-st.write(
-    "Let's start building! For help and inspiration, head over to [docs.streamlit.io](https://docs.streamlit.io/)."
+import numpy as np
+import pandas as pd
+import yfinance as yf
+
+import plotly.express as px
+import plotly.graph_objects as go
+from plotly.subplots import make_subplots
+
+
+def clean_etf_data(df):
+    """
+    Clean ETF data
+    """
+    # Set date as index
+    df.Date = pd.to_datetime(df.Date, dayfirst=True)
+    df.set_index("Date", inplace=True)
+    # Format index to date without time
+    df.index = df.index.normalize().date
+    # Format outflow to negative value
+    df.replace(to_replace=r"\(([0-9.]+)\)", value=r"-\1", regex=True, inplace=True)
+
+    # Copy original
+    df_original = df.copy()
+
+    # Replace '-' with 0
+    df.replace("-", 0, inplace=True)
+
+    # Convert from strings to numberic
+    df = df.apply(pd.to_numeric)
+
+    return df, df_original
+
+
+##------------------------- ETF flow --------------------------------------------
+
+# Get Bitcoin spot ETF history
+btc_etf_flow = pd.read_html(
+    "https://farside.co.uk/?p=1321", attrs={"class": "etf"}, skiprows=[1]
+)[0]
+# Drop column 'BTC'
+# btc_etf_flow.drop(columns = ['BTC'], inplace = True)
+# Remove summary lines
+btc_etf_flow = btc_etf_flow.iloc[:-4]
+# Extract symbols of ETF funds
+btc_etf_funds = btc_etf_flow.drop(["Date", "Total"], axis=1).columns
+
+# Get Ethereum spot ETF history
+eth_etf_flow = pd.read_html(
+    "https://farside.co.uk/ethereum-etf-flow-all-data/",
+    attrs={"class": "etf"},
+    skiprows=[2, 3],
+)[0]
+# Drop column index level 2
+eth_etf_flow.columns = eth_etf_flow.columns.droplevel(2)
+# Extract symbols of ETF funds
+eth_etf_funds = eth_etf_flow.drop("Total", axis=1).columns[1:].get_level_values(1)
+# Merge multi-index columns
+eth_etf_flow.columns = eth_etf_flow.columns.map(" | ".join)
+# Name first column "Date"
+eth_etf_flow.rename(
+    columns={
+        "Unnamed: 0_level_0 | Unnamed: 0_level_1": "Date",
+        "Total | Unnamed: 10_level_1": "Total",
+    },
+    inplace=True,
+)
+# Remove summary lines
+eth_etf_flow = eth_etf_flow.iloc[:-1]
+
+btc_etf_flow, btc_etf_flow_original = clean_etf_data(btc_etf_flow)
+eth_etf_flow, eth_etf_flow_original = clean_etf_data(eth_etf_flow)
+
+##------------------------- ETF volume -----------------------------------------
+
+# Get BTC ETF daily volume
+btc_etf_volumes = pd.DataFrame()
+for fund in btc_etf_funds:
+    btc_etf_volumes[fund] = yf.download(
+        f"{fund}", interval="1d", period="max", start=btc_etf_flow.index[0]
+    )["Volume"]
+
+# Format index to date without time
+btc_etf_volumes.index = btc_etf_volumes.index.normalize().date
+
+# Get ETH ETF daily volume
+eth_etf_volumes = pd.DataFrame()
+for fund in eth_etf_funds:
+    eth_etf_volumes[fund] = yf.download(
+        f"{fund}", interval="1d", period="max", start=eth_etf_flow.index[0]
+    )["Volume"]
+
+# Format index to date without time
+eth_etf_volumes.index = eth_etf_volumes.index.normalize().date
+
+##------------------------- Asset price --------------------------------------------
+
+# Get BTC price history
+btc_price = yf.download(
+    "BTC-USD", interval="1d", period="max", start=btc_etf_flow.index[0]
 )
+btc_price = btc_price.Close
+# Format index to date without time
+btc_price.index = btc_price.index.normalize().date
+
+# Get ETH price history
+eth_price = yf.download(
+    "ETH-USD", interval="1d", period="max", start=eth_etf_flow.index[0]
+)
+eth_price = eth_price.Close
+# Format index to date without time
+eth_price.index = eth_price.index.normalize().date
+
+
+if __name__ == "__main__":
+    # Set page config
+    st.set_page_config(layout="wide", page_icon="📈")
+    # Set page title
+    st.title("Crypto ETF Dashboard")
+
+    # Sidebar to choose ETF asset to view
+    st.sidebar.title("Crypto ETF Dashboard")
+    # Dropdown selection to choose asset (BTC, ETH)
+    asset = st.sidebar.selectbox("Choose asset", ("BTC", "ETH"))
+
+    # Display ETF data
+    if asset == "BTC":
+        st.header("BTC ETF")
+        etf_flow = btc_etf_flow
+        etf_volumes = btc_etf_volumes
+        price = btc_price
+    else:
+        st.header("ETH ETF")
+        etf_flow = eth_etf_flow
+        etf_volumes = eth_etf_volumes
+        price = eth_price
+
+    etf_flow_individual = etf_flow.drop("Total", axis=1)
+    etf_flow_total = etf_flow.Total
+
+    # Section trading volume
+    st.subheader(f"{asset} ETF Trading volume")
+    trading_vol_fig = px.bar(
+        etf_volumes, x=etf_volumes.index, y=etf_volumes.columns, barmode="relative"
+    )
+    st.plotly_chart(trading_vol_fig, use_container_width=True)
+
+    # Section net flow individual funds
+    st.subheader(f"{asset} ETF Net flow individual funds")
+    net_flow_individual_fig = px.bar(
+        etf_flow_individual,
+        x=etf_flow_individual.index,
+        y=etf_flow_individual.columns,
+        barmode="relative",
+    )
+    st.plotly_chart(net_flow_individual_fig, use_container_width=True)
+
+    # Section net flow total vs asset price
+    st.subheader(f"{asset} ETF Net flow total vs asset price")
+    positive_flow = etf_flow_total[etf_flow_total > 0]
+    negative_flow = etf_flow_total[etf_flow_total < 0]
+    net_flow_total_fig = make_subplots(specs=[[{"secondary_y": True}]])
+    # Sea green bar for positive flow
+    net_flow_total_fig.add_trace(
+        go.Bar(
+            x=positive_flow.index,
+            y=positive_flow,
+            name="Total (positive)",
+            marker_color="seagreen",
+        ),
+        secondary_y=False,
+    )
+    # Orange red bar for negative flow
+    net_flow_total_fig.add_trace(
+        go.Bar(
+            x=negative_flow.index,
+            y=negative_flow,
+            name="Total (negative)",
+            marker_color="orangered",
+        ),
+        secondary_y=False,
+    )
+    # Line chart of price
+    net_flow_total_fig.add_trace(
+        go.Scatter(
+            x=price.index,
+            y=price,
+            name=f"{asset} Price",
+            mode="lines",
+            line=dict(color="darkgoldenrod"),
+        ),
+        secondary_y=True,
+    )
+    net_flow_total_fig.update_layout(barmode="stack")
+    st.plotly_chart(net_flow_total_fig, use_container_width=True)
+
+    # Section cumulative flow individual vs asset price
+    st.subheader(f"{asset} ETF Cumulative flow of individual funds vs asset price")
+    cum_flow_individual = etf_flow_individual.cumsum()
+    cum_flow_individual_fig = make_subplots(specs=[[{"secondary_y": True}]])
+    # Stacking area chart of flow from individual funds
+    for col in cum_flow_individual.columns:
+        cum_flow_individual_fig.add_trace(
+            go.Scatter(
+                x=cum_flow_individual.index,
+                y=cum_flow_individual[col],
+                name=col,
+                fill="tonexty",
+            ),
+            secondary_y=False,
+        )
+    # Line chart of price
+    cum_flow_individual_fig.add_trace(
+        go.Scatter(
+            x=price.index,
+            y=price,
+            name=f"{asset} Price",
+            mode="lines",
+            line=dict(color="darkgoldenrod"),
+        ),
+        secondary_y=True,
+    )
+    st.plotly_chart(cum_flow_individual_fig, use_container_width=True)
+
+    # Section cumulative flow total vs asset price
+    st.subheader(f"{asset} ETF Cumulative flow total vs asset price")
+    cum_flow_total = etf_flow_total.cumsum()
+    cum_flow_total_fig = make_subplots(specs=[[{"secondary_y": True}]])
+    # Area chart for cumulative flow
+    cum_flow_total_fig.add_trace(
+        go.Scatter(
+            x=cum_flow_total.index,
+            y=cum_flow_total,
+            name="Cumulative flow total",
+            fill="tonexty",
+        ),
+        secondary_y=False,
+    )
+    # Line chart of price
+    cum_flow_total_fig.add_trace(
+        go.Scatter(
+            x=price.index,
+            y=price,
+            name=f"{asset} Price",
+            mode="lines",
+            line=dict(color="darkgoldenrod"),
+        ),
+        secondary_y=True,
+    )
+    st.plotly_chart(cum_flow_total_fig, use_container_width=True)