def _do_schedule(_schedule):
market = _schedule.market
ticker = _schedule.ticker
collection_name = _schedule.collection_name
collection = db.get_collection(collection_name,
codec_options=codec_options)
sleep(1)
while True:
if ticker == BinanceClient.KLINE_INTERVAL_1MINUTE or ticker == BinanceClient.KLINE_INTERVAL_5MINUTE:
sleep(randrange(2))
elif ticker == BinanceClient.KLINE_INTERVAL_15MINUTE or BinanceClient.KLINE_INTERVAL_30MINUTE:
sleep(randrange(20))
else:
sleep(randrange(200))
if _schedule.exchange == "binance":
try:
klines = try_get_klines(_schedule.exchange, market, ticker,
get_binance_interval_unit(ticker))
klines = klines[:
-1] # we skip the last kline on purpose to have for it a crawling volume
except Exception as err:
traceback.print_tb(err.__traceback__)
logger.exception("{} {} {}".format(_schedule.exchange,
collection_name,
err.__traceback__))
sleep(randrange(30))
klines = get_binance_klines(market, ticker,
get_binance_interval_unit(ticker))
klines = klines[:
-1] # we skip the last kline on purpose to have for it a crawling volume
elif _schedule.exchange == "kucoin":
try:
klines = try_get_klines(_schedule.exchange, market, ticker,
get_kucoin_interval_unit(ticker))
except Exception:
traceback.print_tb(err.__traceback__)
logger.exception("{} {} {}".format(_schedule.exchange,
collection_name,
err.__traceback__))
sleep(randrange(30))
klines = get_kucoin_klines(market, ticker,
get_kucoin_interval_unit(ticker))
current_klines = filter_current_klines(klines, collection_name,
collection)
sleep(15)
bd, sd = get_average_depths(_schedule.depth_crawl, _schedule.no_depths)
list(map(lambda x: x.add_buy_depth(bd), current_klines))
list(map(lambda x: x.add_sell_depth(sd), current_klines))
list(map(lambda x: x.add_market(market), current_klines))
if _schedule.exchange == "binance":
list(map(lambda x: set_trade_volume(_schedule, x), current_klines))
list(map(lambda x: x.add_exchange(_schedule.exchange), current_klines))
persist_klines(current_klines, collection)
logger.info("Stored to collection : {} : {} ".format(
_schedule.exchange, collection_name))
_sleep_seed = 100
if _schedule.market == "BTCUSDT" and _schedule.ticker == "15m":
sleep(2 * 60 + randrange(10))
else:
sleep(_schedule.sleep + randrange(100))
def _do_schedule(_schedule):
market = _schedule.market
ticker = _schedule.ticker
collection_name = _schedule.collection_name
collection = db.get_collection(collection_name, codec_options=codec_options)
sleep(1)
klines_socket[market] = {}
klines_socket[market][ticker] = {}
klines_socket[market][ticker]['properties'] = [_schedule, collection_name, collection]
klines_socket[market][ticker]['klines'] = []
bm = BinanceSocketManager(binance_obj.client)
bm.start_kline_socket(market, process_kline_socket_message, interval=ticker)
bm.start()
if _schedule.exchange == "binance":
try:
klines = try_get_klines(_schedule.exchange, market, ticker, get_binance_interval_unit(ticker))
klines = klines[:-1] # we skip the last kline on purpose to have for it a crawling volume
except Exception as err:
traceback.print_tb(err.__traceback__)
logger.exception("{} {} {}".format(_schedule.exchange, collection_name, err.__traceback__))
sleep(randrange(30))
klines = get_binance_klines(market, ticker, get_binance_interval_unit(ticker))
klines = klines[:-1] # we skip the last kline on purpose to have for it a crawling volume
handle_klines(klines, _schedule, collection_name, collection)