class PoloniexCombinedStream(object):
def __init__(self, url):
self.app = AutobahnSync()
self.url = url
# each ticker_stream topic is a currency pair
self.ticker_stream = pubsub.MultitopicPublisher()
self.ticker_stream.add_start_callback( lambda : self.start_substream('ticker') )
self.ticker_stream.add_stop_callback( lambda : self.stop_substream('ticker') )
def start_transport(self):
log.info('starting transport')
self.app.run(url=self.url)
def stop_transport(self):
log.info('stopping transport')
self.app.stop()
def start_substream(self, substream):
assert substream in SUBSTREAMS
self.start_transport()
if substream == TICKER_STREAM:
self.ticker_subscription = self.app.session.subscribe(handler=self.ticker_callback, topic=TICKER_STREAM)
def stop_substream(self, substream):
assert substream in SUBSTREAMS
if substream == TICKER_STREAM:
self.app.session.unsubscribe(self.ticker_subscription)
self.ticker_subscription = None
self.stop_transport()
def ticker_callback(self, *data):
try:
if CURRENCY_PAIR_CODE_TO_MARKET is None:
raise Exception("You need to set CURRENCY_PAIR_CODE_TO_MARKET")
currency_pair_code, last, ask, bid, percent_change, base_volume, quote_volume, is_frozen, high, low = data
market = CURRENCY_PAIR_CODE_TO_MARKET[currency_pair_code]
time = datetime.datetime.now()
ticker_data={"bid":bid, "ask":ask, "last":last, "high":high, "low":low}
ticker = PoloniexTicker.from_data(ticker_data, market)
self.ticker_stream.send(ticker, currency_pair_code)
except Exception as e:
import traceback
traceback.print_exc()
