def trades(self, currency_pair, limit=1000, raw=False, since=None):
# https://api.liquid.com/executions?product_id=5×tamp=1567267200&limit=1000
TRADES_RESOURCE = "/executions"
if since is None:
pass
else:
params = 'product_id=5' + '&limit=' + str(
limit) + "×tamp=" + str(since)
result = None
while result is None:
try:
result = requests.get(self.base_url + TRADES_RESOURCE,
params,
timeout=30)
except:
result = None
if result.status_code != 200:
time.sleep(300)
self.trades(self, currency_pair, since=since, raw=True)
if raw == True:
return result.text
else:
result = universal.Trades(self.MARKET, currency_pair, result.text,
2)
return result
def trades(self,
currency_pair,
limit=1000,
since=None,
raw=False,
order_type=None):
# https://api.kraken.com/0/public/Trades?pair=XXBTZUSD
TRADES_RESOURCE = "/0/public/Trades"
params = make_currency_pair_string_for_restful(currency_pair)
if since:
params += '&since=' + str(since)
else:
pass
result = None
while result is None:
try:
result = requests.get(self.base_url_for_rest + TRADES_RESOURCE,
params)
except:
result = None
if result.status_code != 200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Trades(self.MARKET, currency_pair, result.text,
2, None, order_type)
return result
def digest_data_from_db(limit=0, agregational=False):
trades = UNIVERSAL.Trades('kraken', currency_pair, None, None)
if limit==0:
sql='select * from ' + table_name + ' order by timestamp desc'
else:
sql='select * from ' + table_name + ' order by timestamp desc limit ' + str(limit)
rows=pgmanager.select(sql)
previous_trade=UNIVERSAL.TradeInfo(0,0,0,0,None,2)
for row in rows:
date=row[6]
price=float(row[1])
amount=float(row[2])
trade_type=row[3]
tid=None
status=2
if agregational==True:
if date == previous_trade.timestamp and trade_type == previous_trade.trade_type:
price = (previous_trade.price * previous_trade.amount + amount * price) / (
previous_trade.amount + amount)
amount += previous_trade.amount
previous_trade = UNIVERSAL.TradeInfo(date, price, amount, trade_type, tid, status)
else:
import copy
trade = copy.deepcopy(previous_trade)
trades.trades.append(trade)
previous_trade = copy.deepcopy(UNIVERSAL.TradeInfo(date, price, amount, trade_type, tid, status))
else:
trade = UNIVERSAL.TradeInfo(date, price, amount, trade_type, tid, status)
trades.trades.append(trade)
trades.trades.pop(0)
return trades
def trades(self, currency_pair=''):
TRADES_RESOURCE = "/api/v1/trades.do"
params = ''
if currency_pair:
params = 'symbol=%(symbol)s' % {'symbol': currency_pair}
result = httpGet(self.base_url, TRADES_RESOURCE, params)
result = universal.Trades(self.__market, currency_pair, result, 2)
return result
def trade_list(self, currency_pair, current_page=1, page_length=200):
from packages import util
aex2 = util.Client(self.account.api_key, self.account.secret_key,
self.user_id)
result = aex2.getMyTradeList(currency_pair.reference,
currency_pair.base, current_page)
result = universal.Trades(self.MARKET, currency_pair, result, 2,
self.user_id)
return result
def combine_trades_by_timestamp(rows):
trades = []
current_timestamp = rows[0][3]
current_price = rows[0][5]
current_amount = rows[0][6]
current_trade_type = rows[0][4]
rows_len = len(rows)
cnt = 1
trade = UNIVERSAL.TradeInfo(current_timestamp, current_price,
current_amount, current_trade_type)
while cnt < rows_len:
row = rows[cnt]
timestamp = row[3]
price = row[5]
amount = row[6]
trade_type = row[4]
if current_timestamp == timestamp:
if current_trade_type == trade_type:
if current_price == price:
# 时间、方向、价格都相同，认为是同一笔交易
trade.amount += amount
else:
# 时间、类型相同，价格不同，不是同一笔交易
trades.append(trade)
current_timestamp = timestamp
current_price = price
current_amount = amount
current_trade_type = trade_type
trade = UNIVERSAL.TradeInfo(current_timestamp,
current_price, current_amount,
current_trade_type)
else:
# 时间相同，类型不同，认为是不同交易
trades.append(trade)
current_timestamp = timestamp
current_price = price
current_amount = amount
current_trade_type = trade_type
trade = UNIVERSAL.TradeInfo(current_timestamp, current_price,
current_amount, current_trade_type)
else:
# 时间戳不同，不是同一笔交易
trades.append(trade)
current_timestamp = timestamp
current_price = price
current_amount = amount
current_trade_type = trade_type
trade = UNIVERSAL.TradeInfo(current_timestamp, current_price,
current_amount, current_trade_type)
cnt += 1
_trades = UNIVERSAL.Trades('Kraken', currency_pair, None)
_trades.trades = trades
return _trades
def trades(self, currency_pair, limit=300, raw=False):
# https://openapi.digifinex.com/v3/trades?market=btc_usdt&limit=30
TRADES_RESOURCE = "/v3/trades"
params = 'market=' + currency_pair.base + '_' + currency_pair.reference + '&limit=' + str(limit)
result = requests.get(self.base_url + TRADES_RESOURCE, params)
if result.status_code!=200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Trades(self.MARKET, currency_pair, result.text,2)
return result
def trades(self, currency_pair, since=1, limit=1000, raw=False):
# https://openapi.digifinex.com/v3/trades?market=btc_usdt&limit=30
TRADES_RESOURCE = "/api/v3/historicalTrades"
headers={"X-MBX-APIKEY":self.account.api_key}
params="limit=1000&symbol=" + currency_pair.base.upper() + currency_pair.reference.upper() + "&fromId="+str(since)
result = requests.get(self.base_url + TRADES_RESOURCE, params, verify=False, headers=headers)
if result.status_code!=200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Trades(self.MARKET, currency_pair, result.text,2)
return result
def trades(self, currency_pair, tid=None, raw=False):
# https://api.aex.zone/trades.php?c=btc&mk_type=cnc
TRADES_RESOURCE = "/trades.php"
params = make_currency_pair_string(currency_pair)
if not tid is None:
params+='&tid='+str(tid)
result = requests.get(self.base_url + TRADES_RESOURCE, params)
if result.status_code!=200:
return ERRORCODE.Error_Code_For_Status_Code[result.status_code]
if raw == True:
return result.text
else:
result = universal.Trades(self.MARKET, currency_pair, result.text,2,self.user_id)
return result
def _create_trades_link(self, currency_pair):
self._trades = universal.Trades('Kraken', currency_pair, [], 2)
pair = make_currency_pair_string(currency_pair)
self.ws.send(json.dumps({
"event": "subscribe",
# "event": "ping",
"pair": [pair],
# "subscription": {"name": "ticker"}
# "subscription": {"name": "spread"}
"subscription": {"name": "trade"},
# "subscription": {"name": "book", "depth": limit}
# "subscription": {"name": "ohlc", "interval": 5}
}))
print('subscription for trades has been sent!')
self.is_trades_subscribed = True
if self._on_reading_message_flag==False:
self._on_reading_message(currency_pair)
