def get_liquidity(ex_pair: str = Path(
..., regex="^(xwc_eth|xwc_tp|xwc_cusd|all)$")):
session = Session()
if ex_pair == 'all':
data = session.query(StSwapLiquidity).order_by(
StSwapLiquidity.stat_time).all()
else:
data = session.query(StSwapLiquidity).\
filter(StSwapLiquidity.tp_name==ex_pair).\
order_by(StSwapLiquidity.stat_time).all()
liquidity = []
xt_api = Api("", "")
price = {
'XWC': xt_api.get_ticker(f'xwc_usdt')['price'],
'ETH': xt_api.get_ticker(f'eth_usdt')['price'],
'TP': xt_api.get_ticker(f'tp_usdt')['price'],
'CUSD': 1
}
print(price)
dailyData = {"stat_time": 0, "market_value": -1}
for d in data:
if dailyData['stat_time'] == d.stat_time:
dailyData['market_value'] += d.token1_amount / 10**8 * price[
d.token1_name] + d.token2_amount / 10**8 * price[d.token2_name]
else:
if dailyData['stat_time'] != 0:
liquidity.append(copy.deepcopy(dailyData))
dailyData['stat_time'] = d.stat_time
dailyData['market_value'] = d.token1_amount / 10**8 * price[
d.token1_name] + d.token2_amount / 10**8 * price[d.token2_name]
liquidity.append(copy.deepcopy(dailyData))
session.close()
return liquidity
def get_kline(ex_pair: str = Path(..., regex="^(xwc_eth|xwc_tp|xwc_cusd)$"),
k_type: int = Path(0, ge=0, lt=11),
limit: int = 100):
session = Session()
if k_type < 0 or k_type >= len(kline_table_list):
print(f"invalid k_type [MUST between 0 - {len(kline_table_list)-1}]")
return f"invalid k_type [MUST between 0 - {len(kline_table_list)-1}]"
cycles = [
60, 300, 900, 1800, 3600, 7200, 21600, 43200, 86400, 604800, 2592000
]
k_table = kline_table_list[k_type]
#print(k_table, ex_pair)
now = datetime.datetime.utcnow()
start = now - datetime.timedelta(seconds=(limit * cycles[k_type] + 1))
print(start.strftime("%Y-%m-%d %H:%M:%S"))
missing_position = 0
try:
data = session.query(k_table).filter(k_table.ex_pair==ex_pair, k_table.timestamp>=start).\
order_by(k_table.timestamp).all()
except Exception as e:
print(str(e))
return []
if len(data) == 0:
data = session.query(k_table).filter(k_table.ex_pair==ex_pair).\
order_by(k_table.timestamp.desc()).limit(1).all()
if len(data) == 1:
data[0].volume = 0
data[0].block_num = 0
else:
missing_position = len(data)
if data is None or len(data) == 0:
return []
last_item = copy.deepcopy(data[len(data) - 1])
last_item.volume = 0
last_item.block_num = 0
last_item.k_open = last_item.k_close
last_item.k_high = last_item.k_close
last_item.k_low = last_item.k_close
while True:
last_item.timestamp += datetime.timedelta(seconds=cycles[k_type])
if last_item.timestamp > now:
break
if missing_position == 0:
data = []
for i in range(missing_position, limit):
# logging.info(last_item.timestamp)
last_item.timestamp -= datetime.timedelta(seconds=cycles[k_type])
if missing_position > 0 and last_item.timestamp <= data[
missing_position - 1].timestamp:
break
else:
data.insert(missing_position, copy.deepcopy(last_item))
session.close()
return data
def get_trade_amount(cycle: str = Path(..., regex="^(daily|weekly)$")):
session = Session()
if cycle == 'daily':
data = session.query(
StSwapKdataDaily.timestamp,
func.sum(StSwapKdataDaily.volume).label("volume")).group_by(
StSwapKdataDaily.timestamp).all()
elif cycle == 'weekly':
data = session.query(
StSwapKdataWeekly.timestamp,
func.sum(StSwapKdataWeekly.volume).label("volume")).group_by(
StSwapKdataWeekly.timestamp).all()
xt_api = Api("", "")
xwcPrice = xt_api.get_ticker(f'xwc_usdt')['price']
result = []
for d in data:
result.append({
'stat_time': d.timestamp,
'trade_amount': float(d.volume) * xwcPrice
})
session.close()
return result
