def QA_fetch_huobi_kline_subscription(symbol, start_time, end_time, frequency,
callback_save_data_func):
"""
Get the symbol‘s candlestick data by subscription
"""
def print_timestamp(ts_epoch):
return '{}({})'.format(
QA_util_timestamp_to_str(ts_epoch)[2:16], ts_epoch)
reqParams = {}
reqParams['from'] = end_time - FREQUENCY_SHIFTING[frequency]
reqParams['to'] = end_time
if (reqParams['to'] > QA_util_datetime_to_Unix_timestamp()):
# 出现“未来”时间，一般是默认时区设置错误造成的
raise Exception(
'A unexpected \'Future\' timestamp got, Please check self.missing_data_list_func param \'tzlocalize\' set'
)
data = []
requested_counter = 1
sub_client = QA_Fetch_Huobi(
callback_save_data_func=callback_save_data_func,
find_missing_kline_func=QA_util_find_missing_kline)
while (reqParams['to'] > start_time):
if (reqParams['to'] > QA_util_datetime_to_Unix_timestamp()):
# 出现“未来”时间，一般是默认时区设置错误造成的
raise Exception(
'A unexpected \'Future\' timestamp got, Please check self.missing_data_list_func param \'tzlocalize\' set'
)
retries = 1
while (retries != 0):
try:
frame = sub_client.run_request_historical_kline(
symbol, frequency, reqParams['from'], reqParams['to'],
requested_counter)
if (frame is None):
# 火币网的 WebSocket 接口机制很奇特，返回len(data)==0
# 就说明已经超越这个交易对的上架时间，不再有更多数据了。
# 当前 Symbol Klines 抓取已经结束了
return None
else:
retries = 0
except Exception:
retries = retries + 1
if (retries % 6 == 0):
print(ILOVECHINA)
print("Retry request_historical_kline #{}".format(retries - 1))
time.sleep(0.5)
if (retries == 0):
# 等待3秒，请求下一个时间段的批量K线数据
reqParams['to'] = reqParams['from'] - 1
reqParams[
'from'] = reqParams['from'] - FREQUENCY_SHIFTING[frequency]
requested_counter = requested_counter + 1
# 这一步冗余，如果是开启实时抓取会自动被 WebSocket.on_messgae_callback 事件处理函数保存，
# 但不确定不开启实时行情抓取会不会绑定on_messgae事件，所以保留冗余。
callback_save_data_func(data=frame, freq=frequency)
time.sleep(0.5)
return data
def QA_SU_save_huobi_realtime():
"""
实时抓取 huobi.pro 主流公链的交易品种行情
"""
market = huobi_EXCHANGE
QA_util_log_info('Starting {:s} realtime ...'.format(market))
fetch_huobi_history = QA_Fetch_Huobi(
callback_save_data_func=QA_SU_save_data_huobi_callback,
find_missing_kline_func=QA_util_find_missing_kline
)
# 添加抓取行情数据任务，将会开启多线程抓取。
fetch_huobi_history.add_subscription_batch_jobs(
FIRST_PRIORITY,
[
CandlestickInterval.MIN1,
CandlestickInterval.MIN5,
CandlestickInterval.MIN15,
CandlestickInterval.MIN30,
CandlestickInterval.MIN60,
CandlestickInterval.DAY1
],
'2017-10-26 02:00:00'
)
fetch_huobi_history.run_subscription_batch_jobs()
def QA_SU_save_huobi_realtime():
"""
实时抓取 huobi.pro 主流公链的交易品种行情
"""
market = 'huobi'
QA_util_log_info('Starting {:s} realtime ...'.format(market))
fetch_huobi_history = QA_Fetch_Huobi(
callback_save_data_func=QA_SU_save_data_huobi_callback,
find_missing_kline_func=QA_util_find_missing_kline)
# 添加抓取行情数据任务，将会开启多线程抓取。
fetch_huobi_history.add_subscription_batch_jobs(FIRST_PRIORITY, [
FREQUENCE.ONE_MIN, FREQUENCE.FIVE_MIN, FREQUENCE.FIFTEEN_MIN,
FREQUENCE.THIRTY_MIN, FREQUENCE.SIXTY_MIN, FREQUENCE.DAY
], '2017-10-26 02:00:00')
fetch_huobi_history.run_subscription_batch_jobs()
def QA_fetch_huobi_kline_subscription(
symbol,
start_time,
end_time,
frequency,
callback_func
):
"""
Get the symbol‘s candlestick data by subscription
"""
reqParams = {}
reqParams['from'] = int(end_time - FREQUENCY_SHIFTING[frequency])
reqParams['to'] = int(end_time)
requested_counter = 1
sub_client = QA_Fetch_Huobi(
callback_save_data_func=callback_func,
find_missing_kline_func=QA_util_find_missing_kline
)
datas = list()
retries = 1
while (reqParams['to'] > start_time):
if ((reqParams['from'] > QA_util_datetime_to_Unix_timestamp())) or \
((reqParams['from'] > reqParams['to'])):
# 出现“未来”时间，一般是默认时区设置，或者时间窗口滚动前移错误造成的
QA_util_log_info(
'A unexpected \'Future\' timestamp got, Please check self.missing_data_list_func param \'tzlocalize\' set. More info: {:s}@{:s} at {:s} but current time is {}'
.format(
symbol,
frequency,
QA_util_print_timestamp(reqParams['from']),
QA_util_print_timestamp(
QA_util_datetime_to_Unix_timestamp()
)
)
)
# 跳到下一个时间段
reqParams['to'] = int(reqParams['from'] - 1)
reqParams['from'] = int(reqParams['from'] - FREQUENCY_SHIFTING[frequency])
continue
retries = 1
frame = None
while (retries != 0):
try:
frame = sub_client.run_request_historical_kline(
symbol,
frequency,
reqParams['from'],
reqParams['to'],
requested_counter
)
if (frame is None):
# 火币网的 WebSocket 接口机制很奇特，返回len(data)==0
# 就说明已经超越这个交易对的上架时间，不再有更多数据了。
# 当前 Symbol Klines 抓取已经结束了
return None
else:
retries = 0
except Exception:
retries = retries + 1
if (retries % 6 == 0):
print(ILOVECHINA)
print("Retry request_historical_kline #{}".format(retries - 1))
time.sleep(0.5)
if (retries == 0):
# 等待3秒，请求下一个时间段的批量K线数据
reqParams['to'] = int(reqParams['from'] - 1)
reqParams['from'
] = int(reqParams['from'] - FREQUENCY_SHIFTING[frequency])
requested_counter = requested_counter + 1
# 这一步冗余，如果是开启实时抓取会自动被 WebSocket.on_messgae_callback 事件处理函数保存，
# 但不确定不开启实时行情抓取会不会绑定on_messgae事件，所以保留冗余。
callback_func(data=frame, freq=frequency)
time.sleep(0.5)
if ((retries == 0) and (len(frame) > 0)):
return frame
else:
return None