def get_candle_data(curr_target, date_start, date_end, period):
polo = Poloniex.get_instance()
##print "Adding ", curr_target, " candle data between: ", timestamp_to_date(date_start), " ---- ", timestamp_to_date(date_end)
##configuration
curr_ref = "USDT"
##curr_target = "BTC"
##start = 1451606400 ## Jan 01 2016
##end = 1459468800## Apr 1 2016
##start = 1459468800## Apr 1 2016
##end = 1467331200 ## july 01 2016
##start = 1467331200 ## july 01 2016
##end = 1475280000## oct 01 2016
##start = 1475280000 ## aug 8 2016
##end = 9999999999 ## present
##period = 14400 ## in seconds
##table_name = CandleTable.calc_table_name(curr_ref, curr_target, start, end, period)
table_name = "CANDLE_" + curr_ref + "_" + curr_target + "_" + str(
period)
if not DBManager.exists_table(table_name):
ct = CandleTable(curr_ref, curr_target, date_start, date_end,
period, table_name)
ct.save()
print("Populating table: " + table_name + " ...")
curr_pair = curr_ref + "_" + curr_target
data = polo.api_query(
"returnChartData", {
'currencyPair': curr_pair,
'start': date_start,
'end': date_end,
'period': period
})
cp = CandleParser(table_name, data)
def get_bottom_ask(self, curr_pair, prev_order=None):
asks_result = Poloniex.get_instance().returnOrderBook(
curr_pair)["asks"]
if asks_result is None:
print("API query error unable to get bottom ask")
return self.get_bottom_ask(curr_pair, prev_order)
else:
if prev_order == None:
return float(asks_result[0][0]) - OrderMaker.TINY_AMT
else:
if float(
asks_result[0][0]
) == prev_order.rate: ##if prevorder is already bottom ask
return float(asks_result[1][0]) - OrderMaker.TINY_AMT
else:
bits_below_my_order = 0
i = 0
while (float(asks_result[i][0]) < prev_order.rate) and (
bits_below_my_order < prev_order.amount * 0.25):
##print asks[i][0], "at", asks[i][1]
bits_below_my_order += float(asks_result[i][1])
i += 1
##if there is a substantial amount of bits priced under my prev_order, return bottom ask
##else return prev order rate
if bits_below_my_order > prev_order.amount * 0.25:
return float(asks_result[0][0]) - OrderMaker.TINY_AMT
else:
return prev_order.rate
def get_top_bid(self, curr_pair, prev_order=None):
bids_result = Poloniex.get_instance().returnOrderBook(
curr_pair)["bids"]
if bids_result is None:
print("API query error unable to get top bid")
return self.get_top_bid(curr_pair, prev_order)
else:
if prev_order == None:
return float(bids_result[0][0]) + OrderMaker.TINY_AMT
else:
if float(
bids_result[0]
[0]) == prev_order.rate: ##if prevorder is already top bid
return float(bids_result[1][0]) + OrderMaker.TINY_AMT
else:
bits_above_my_order = 0
i = 0
while (float(bids_result[i][0]) > prev_order.rate) and (
bits_above_my_order < prev_order.amount * 0.25):
bits_above_my_order += float(bids_result[i][1])
i += 1
##if there is a substantial amount of bits priced over my prev_order, return top bid
##else return prev order rate
if bits_above_my_order > prev_order.amount * 0.25:
return float(bids_result[0][0]) + OrderMaker.TINY_AMT
else:
return prev_order.rate
def get_spread(curr_pair):
orders_result = Poloniex.get_instance().returnOrderBook(curr_pair)
if orders_result is None:
print("API query error unable to get spread")
return self.get_spread(curr_pair)
else:
bids = orders_result["bids"]
asks = orders_result["asks"]
return (float(bids[0][0]), float(asks[0][0]))
def get_last_trade_rate(curr_pair, date):
trades_result = Poloniex.get_instance().returnMarketTradeHistory(
curr_pair)
if trades_result is None:
print("API query error unable to get trades")
return self.get_last_trade_rate(curr_pair, date)
else:
for i in range(len(trades_result)):
##print(t)
if createTimeStamp(trades_result[i]['date']) < date:
rate = float(trades_result[i]['rate'])
return rate
def get_instant_rate_ask(self, curr_pair, money):
bids_result = Poloniex.get_instance().returnOrderBook(
curr_pair)["bids"]
if bids_result is None:
print("API query error unable to get instant ask")
return self.get_instant_rate_ask(curr_pair, money)
else:
i = 0
for a in bids_result:
rate = float(a[0])
amount = float(a[1])
money_to_get = rate * amount
money -= money_to_get
if money < 0:
return rate
def get_instant_rate_bid(self, curr_pair, money):
asks_result = Poloniex.get_instance().returnOrderBook(
curr_pair)["asks"]
if asks_result is None:
print("API query error unable to get instant bid")
return self.get_instant_rate_bid(curr_pair, money)
else:
i = 0
for a in asks_result:
rate = float(a[0])
amount = float(a[1])
money_to_spend = rate * amount
money -= money_to_spend
if money < 0:
return rate
def polo_update(self):
polo = Poloniex.get_instance()
polo_data = polo.api_query("returnOpenOrders", {'currencyPair': self.curr_pair})
if polo_data is None:
print("API error unable to polo_update order")
else:
found = False
for d in polo_data:
if d['orderNumber'] == self.id:
found = True
self.amount = float(d['amount'])
self.update()
if not found:
self.drop()
self.table_name = Order.ORDER_FILLED
self.date_filled = time()
self.save()
def __init__(self):
self.sym_infos = {}
self.polo = Poloniex.get_instance()
for s in self.SYMS:
si = SymInfo(s)
self.sym_infos[s] = si
def __init__(self, order_updater, scheduler):
self.polo = Poloniex.get_instance()
self.order_updater = order_updater
self.scheduler = scheduler
