def add_job(self,
exchange,
symbol,
type,
limit='',
since='',
auto_since='no',
ping_limit=1.0):
#|Create 'job' dictionary
job = {
'exchange': exchange,
'symbol': symbol,
'type': type,
'limit': limit,
'market': '',
'since': since,
'auto_since': auto_since,
'ping_limit': ping_limit,
'next': 0
}
#|Build statement for REST API request
job['stmt'] = rest.build_stmt(job)
#|Create nested dictionary if not present for exchange/symbol/type combo
if not exchange in self.jobs.keys():
self.jobs[exchange] = {}
if not symbol in self.jobs[exchange].keys():
self.jobs[exchange][symbol] = {}
if not type in self.jobs[exchange][symbol].keys():
self.jobs[exchange][symbol][type] = {}
#|Add job to 'jobs' dictionary
self.jobs[exchange][symbol][type] = job
def run(self, exchange, symbol):
self.load_job(exchange, symbol)
self.limiter()
trd, self.job = rest.get(self.job)
if self.job['auto_since'] == 'yes' \
and len(trd.index) > 0:
self.auto_since(trd)
self.job['stmt'] = rest.build_stmt(self.job)
return trd
def add_job(self, exchange, symbol, limit='',
since='', auto_since='no',ping_limit=1.0):
job = {'exchange':exchange, 'symbol':symbol,
'limit':limit, 'market':'',
'since':since, 'auto_since':auto_since,
'ping_limit':ping_limit, 'next':0}
stmt = rest.build_stmt(job)
job['stmt'] = stmt
if not exchange in self.jobs.keys():
self.jobs[exchange] = {}
self.jobs[exchange][symbol] = job
def run(self, exchange, symbol, type):
#|Load job and run "limiter" function to pause in order not to exceed jobs per second rate
self.load_job(exchange, symbol, type)
self.limiter()
#|Send GET API request and return DataFrame and updated 'job' dictionary
df, self.job = rest.get(self.job)
#|Run trade history jobs
if self.job['type'] == 'trades':
if self.job['auto_since'] == 'yes' \
and len(df.index) > 0:
self.auto_since(df)
self.job['stmt'] = rest.build_stmt(self.job)
return df
def run(self, exchange, symbol, type):
#|Load job and run "limiter" function to pause in order not to exceed jobs per second rate
self.load_job(exchange, symbol, type)
self.limiter()
#|Send GET API request and return DataFrame and updated 'job' dictionary
df, self.job = rest.get(self.job)
#|Run trade history jobs
if self.job['type'] == 'trades':
if self.job['auto_since'] == 'yes' \
and len(df.index) > 0:
self.auto_since(df)
self.job['stmt'] = rest.build_stmt(self.job)
return df
def add_job(self, exchange, symbol, type, limit='',
since='', auto_since='no',ping_limit=1.0):
#|Create 'job' dictionary
job = {'exchange':exchange, 'symbol':symbol, 'type':type,
'limit':limit, 'market':'',
'since':since, 'auto_since':auto_since,
'ping_limit':ping_limit, 'next':0}
#|Build statement for REST API request
job['stmt'] = rest.build_stmt(job)
#|Create nested dictionary if not present for exchange/symbol/type combo
if not exchange in self.jobs.keys():
self.jobs[exchange] = {}
if not symbol in self.jobs[exchange].keys():
self.jobs[exchange][symbol] = {}
if not type in self.jobs[exchange][symbol].keys():
self.jobs[exchange][symbol][type] = {}
#|Add job to 'jobs' dictionary
self.jobs[exchange][symbol][type] = job