def __init__(self, product_id='BTC-USD'):
print("Initializing order Book websocket for " + product_id)
self.product = product_id
super(GDaxBook, self).__init__(products=[self.product])
super(GDaxBook, self).start()
self._asks = RBTree()
self._bids = RBTree()
self._client = PublicClient()
self._sequence = -1
self._current_ticker = None
def __init__(self, product_id='BTC-USD', log_to=None):
super(OrderBook, self).__init__(products=product_id)
self._asks = SortedDict()
self._bids = SortedDict()
self._client = PublicClient()
self._sequence = -1
self._log_to = log_to
if self._log_to:
assert hasattr(self._log_to, 'write')
self._current_ticker = None
def __init__(self, product_id='BTC-USD'):
print("Initializing order Book websocket for " + product_id)
self.product = product_id
super(GDaxBook, self).__init__(url="wss://ws-feed.pro.coinbase.com",
products=[self.product],
channels=["ticker"])
super(GDaxBook, self).start()
self._asks = RBTree()
self._bids = RBTree()
self._client = PublicClient()
self._sequence = -1
self._current_ticker = None
def __init__(self,
product_id='BTC-USD',
log_to=None,
url='wss://ws-feed.pro.coinbase.com'):
super(OrderBook, self).__init__(products=product_id, url=url)
self._asks = SortedDict()
self._bids = SortedDict()
self._client = PublicClient()
self._sequence = -1
self._log_to = log_to
if self._log_to:
assert hasattr(self._log_to, 'write')
self._current_ticker = None
def __init__(self, product_id='BTC-USD', log_to=None):
super(OrderBook, self).__init__(products=product_id)
self._asks = SortedDict()
self._bids = SortedDict()
self._client = PublicClient()
self._sequence = -1
self._log_to = log_to
if self._log_to:
assert hasattr(self._log_to, 'write')
self._current_ticker = None
class GDaxBook(WebsocketClient):
def __init__(self, product_id='BTC-USD'):
print("Initializing order Book websocket for " + product_id)
self.product = product_id
super(GDaxBook, self).__init__(url="wss://ws-feed.pro.coinbase.com",
products=[self.product],
channels=["ticker"])
super(GDaxBook, self).start()
self._asks = RBTree()
self._bids = RBTree()
self._client = PublicClient()
self._sequence = -1
self._current_ticker = None
def on_message(self, message):
sequence = message.get('sequence', -1)
if self._sequence == -1:
self._asks = RBTree()
self._bids = RBTree()
res = self._client.get_product_order_book(self.product, level=3)
for bid in res['bids']:
self.add({
'id': bid[2],
'side': 'buy',
'price': Decimal(bid[0]),
'size': Decimal(bid[1])
})
for ask in res['asks']:
self.add({
'id': ask[2],
'side': 'sell',
'price': Decimal(ask[0]),
'size': Decimal(ask[1])
})
self._sequence = res['sequence']
if sequence <= self._sequence:
# ignore older messages (e.g. before order book initialization from getProductOrderBook)
return
elif sequence > self._sequence + 1:
print(
'Error: messages missing ({} - {}). Re-initializing websocket.'
.format(sequence, self._sequence))
self.close()
self.start()
return
msg_type = message['type']
if msg_type == 'open':
self.add(message)
elif msg_type == 'done' and 'price' in message:
self.remove(message)
elif msg_type == 'match':
self.match(message)
self._current_ticker = message
elif msg_type == 'change':
self.change(message)
self._sequence = sequence
# bid = self.get_bid()
# bids = self.get_bids(bid)
# bid_depth = sum([b['size'] for b in bids])
# ask = self.get_ask()
# asks = self.get_asks(ask)
# ask_depth = sum([a['size'] for a in asks])
# print('bid: %f @ %f - ask: %f @ %f' % (bid_depth, bid, ask_depth, ask))
def on_error(self, e):
self._sequence = -1
self.close()
self.start()
def add(self, order):
order = {
'id': order.get('order_id') or order['id'],
'side': order['side'],
'price': Decimal(order['price']),
'size': Decimal(order.get('size') or order['remaining_size'])
}
if order['side'] == 'buy':
bids = self.get_bids(order['price'])
if bids is None:
bids = [order]
else:
bids.append(order)
self.set_bids(order['price'], bids)
else:
asks = self.get_asks(order['price'])
if asks is None:
asks = [order]
else:
asks.append(order)
self.set_asks(order['price'], asks)
def remove(self, order):
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is not None:
bids = [o for o in bids if o['id'] != order['order_id']]
if len(bids) > 0:
self.set_bids(price, bids)
else:
self.remove_bids(price)
else:
asks = self.get_asks(price)
if asks is not None:
asks = [o for o in asks if o['id'] != order['order_id']]
if len(asks) > 0:
self.set_asks(price, asks)
else:
self.remove_asks(price)
def match(self, order):
size = Decimal(order['size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if not bids:
return
assert bids[0]['id'] == order['maker_order_id']
if bids[0]['size'] == size:
self.set_bids(price, bids[1:])
else:
bids[0]['size'] -= size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if not asks:
return
assert asks[0]['id'] == order['maker_order_id']
if asks[0]['size'] == size:
self.set_asks(price, asks[1:])
else:
asks[0]['size'] -= size
self.set_asks(price, asks)
def change(self, order):
new_size = Decimal(order['new_size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is None or not any(o['id'] == order['order_id']
for o in bids):
return
index = map(itemgetter('id'), bids).index(order['order_id'])
bids[index]['size'] = new_size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if asks is None or not any(o['id'] == order['order_id']
for o in asks):
return
index = map(itemgetter('id'), asks).index(order['order_id'])
asks[index]['size'] = new_size
self.set_asks(price, asks)
tree = self._asks if order['side'] == 'sell' else self._bids
node = tree.get(price)
if node is None or not any(o['id'] == order['order_id'] for o in node):
return
def get_current_ticker(self):
return self._current_ticker
def get_current_book(self):
result = {
'sequence': self._sequence,
'asks': [],
'bids': [],
}
for ask in self._asks:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_ask = self._asks[ask]
except KeyError:
continue
for order in this_ask:
result['asks'].append(
[order['price'], order['size'], order['id']])
for bid in self._bids:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_bid = self._bids[bid]
except KeyError:
continue
for order in this_bid:
result['bids'].append(
[order['price'], order['size'], order['id']])
return result
def get_ask(self):
return self._asks.min_key()
def get_asks(self, price):
return self._asks.get(price)
def remove_asks(self, price):
self._asks.remove(price)
def set_asks(self, price, asks):
self._asks.insert(price, asks)
def get_bid(self):
return self._bids.max_key()
def get_bids(self, price):
return self._bids.get(price)
def remove_bids(self, price):
self._bids.remove(price)
def set_bids(self, price, bids):
self._bids.insert(price, bids)
class OrderBook(WebsocketClient):
def __init__(self, product_id='BTC-USD', log_to=None, channel='full'):
super(OrderBook, self).__init__(products=product_id,
channels=[channel])
self._asks = SortedDict()
self._bids = SortedDict()
self._client = PublicClient()
self._sequence = -1
self._log_to = log_to
if self._log_to:
assert hasattr(self._log_to, 'write')
self._current_ticker = None
@property
def product_id(self):
''' Currently OrderBook only supports a single product even though it is stored as a list of products. '''
return self.products[0]
def on_open(self):
self._sequence = -1
print("-- Subscribed to OrderBook! --\n")
def on_close(self):
print("\n-- OrderBook Socket Closed! --")
def reset_book(self):
self._asks = SortedDict()
self._bids = SortedDict()
res = self._client.get_product_order_book(product_id=self.product_id,
level=3)
for bid in res['bids']:
self.add({
'id': bid[2],
'side': 'buy',
'price': Decimal(bid[0]),
'size': Decimal(bid[1])
})
for ask in res['asks']:
self.add({
'id': ask[2],
'side': 'sell',
'price': Decimal(ask[0]),
'size': Decimal(ask[1])
})
self._sequence = res['sequence']
def on_message(self, message):
if self._log_to:
pickle.dump(message, self._log_to)
sequence = message.get('sequence', -1)
if self._sequence == -1:
self.reset_book()
return
if sequence <= self._sequence:
# ignore older messages (e.g. before order book initialization from getProductOrderBook)
return
elif sequence > self._sequence + 1:
self.on_sequence_gap(self._sequence, sequence)
return
msg_type = message['type']
if msg_type == 'open':
self.add(message)
elif msg_type == 'done' and 'price' in message:
self.remove(message)
elif msg_type == 'match':
self.match(message)
self._current_ticker = message
elif msg_type == 'change':
self.change(message)
self._sequence = sequence
def on_sequence_gap(self, gap_start, gap_end):
self.reset_book()
print(
'Error: messages missing ({} - {}). Re-initializing book at sequence.'
.format(gap_start, gap_end, self._sequence))
def add(self, order):
order = {
'id': order.get('order_id') or order['id'],
'side': order['side'],
'price': Decimal(order['price']),
'size': Decimal(order.get('size') or order['remaining_size'])
}
if order['side'] == 'buy':
bids = self.get_bids(order['price'])
if bids is None:
bids = [order]
else:
bids.append(order)
self.set_bids(order['price'], bids)
else:
asks = self.get_asks(order['price'])
if asks is None:
asks = [order]
else:
asks.append(order)
self.set_asks(order['price'], asks)
def remove(self, order):
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is not None:
bids = [o for o in bids if o['id'] != order['order_id']]
if len(bids) > 0:
self.set_bids(price, bids)
else:
self.remove_bids(price)
else:
asks = self.get_asks(price)
if asks is not None:
asks = [o for o in asks if o['id'] != order['order_id']]
if len(asks) > 0:
self.set_asks(price, asks)
else:
self.remove_asks(price)
def match(self, order):
size = Decimal(order['size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if not bids:
return
assert bids[0]['id'] == order['maker_order_id']
if bids[0]['size'] == size:
self.set_bids(price, bids[1:])
else:
bids[0]['size'] -= size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if not asks:
return
assert asks[0]['id'] == order['maker_order_id']
if asks[0]['size'] == size:
self.set_asks(price, asks[1:])
else:
asks[0]['size'] -= size
self.set_asks(price, asks)
def change(self, order):
try:
new_size = Decimal(order['new_size'])
except KeyError:
return
try:
price = Decimal(order['price'])
except KeyError:
return
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is None or not any(o['id'] == order['order_id']
for o in bids):
return
index = [b['id'] for b in bids].index(order['order_id'])
bids[index]['size'] = new_size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if asks is None or not any(o['id'] == order['order_id']
for o in asks):
return
index = [a['id'] for a in asks].index(order['order_id'])
asks[index]['size'] = new_size
self.set_asks(price, asks)
tree = self._asks if order['side'] == 'sell' else self._bids
node = tree.get(price)
if node is None or not any(o['id'] == order['order_id'] for o in node):
return
def get_current_ticker(self):
return self._current_ticker
def get_current_book(self):
result = {
'sequence': self._sequence,
'asks': [],
'bids': [],
}
for ask in self._asks:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_ask = self._asks[ask]
except KeyError:
continue
for order in this_ask:
result['asks'].append(
[order['price'], order['size'], order['id']])
for bid in self._bids:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_bid = self._bids[bid]
except KeyError:
continue
for order in this_bid:
result['bids'].append(
[order['price'], order['size'], order['id']])
return result
def get_ask(self):
return self._asks.peekitem(0)[0]
def get_asks(self, price):
return self._asks.get(price)
def remove_asks(self, price):
del self._asks[price]
def set_asks(self, price, asks):
self._asks[price] = asks
def get_bid(self):
return self._bids.peekitem(-1)[0]
def get_bids(self, price):
return self._bids.get(price)
def remove_bids(self, price):
del self._bids[price]
def set_bids(self, price, bids):
self._bids[price] = bids
def client():
return PublicClient()
class OrderBook(WebsocketClient):
def __init__(self, product_id='BTC-USD', log_to=None):
super(OrderBook, self).__init__(products=product_id)
self._asks = SortedDict()
self._bids = SortedDict()
self._client = PublicClient()
self._sequence = -1
self._log_to = log_to
if self._log_to:
assert hasattr(self._log_to, 'write')
self._current_ticker = None
@property
def product_id(self):
''' Currently OrderBook only supports a single product even though it is stored as a list of products. '''
return self.products[0]
def on_open(self):
self._sequence = -1
print("-- Subscribed to OrderBook! --\n")
def on_close(self):
print("\n-- OrderBook Socket Closed! --")
def reset_book(self):
self._asks = SortedDict()
self._bids = SortedDict()
res = self._client.get_product_order_book(product_id=self.product_id, level=3)
for bid in res['bids']:
self.add({
'id': bid[2],
'side': 'buy',
'price': Decimal(bid[0]),
'size': Decimal(bid[1])
})
for ask in res['asks']:
self.add({
'id': ask[2],
'side': 'sell',
'price': Decimal(ask[0]),
'size': Decimal(ask[1])
})
self._sequence = res['sequence']
def on_message(self, message):
if self._log_to:
pickle.dump(message, self._log_to)
sequence = message.get('sequence', -1)
if self._sequence == -1:
self.reset_book()
return
if sequence <= self._sequence:
# ignore older messages (e.g. before order book initialization from getProductOrderBook)
return
elif sequence > self._sequence + 1:
self.on_sequence_gap(self._sequence, sequence)
return
msg_type = message['type']
if msg_type == 'open':
self.add(message)
elif msg_type == 'done' and 'price' in message:
self.remove(message)
elif msg_type == 'match':
self.match(message)
self._current_ticker = message
elif msg_type == 'change':
self.change(message)
self._sequence = sequence
def on_sequence_gap(self, gap_start, gap_end):
self.reset_book()
print('Error: messages missing ({} - {}). Re-initializing book at sequence.'.format(
gap_start, gap_end, self._sequence))
def add(self, order):
order = {
'id': order.get('order_id') or order['id'],
'side': order['side'],
'price': Decimal(order['price']),
'size': Decimal(order.get('size') or order['remaining_size'])
}
if order['side'] == 'buy':
bids = self.get_bids(order['price'])
if bids is None:
bids = [order]
else:
bids.append(order)
self.set_bids(order['price'], bids)
else:
asks = self.get_asks(order['price'])
if asks is None:
asks = [order]
else:
asks.append(order)
self.set_asks(order['price'], asks)
def remove(self, order):
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is not None:
bids = [o for o in bids if o['id'] != order['order_id']]
if len(bids) > 0:
self.set_bids(price, bids)
else:
self.remove_bids(price)
else:
asks = self.get_asks(price)
if asks is not None:
asks = [o for o in asks if o['id'] != order['order_id']]
if len(asks) > 0:
self.set_asks(price, asks)
else:
self.remove_asks(price)
def match(self, order):
size = Decimal(order['size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if not bids:
return
assert bids[0]['id'] == order['maker_order_id']
if bids[0]['size'] == size:
self.set_bids(price, bids[1:])
else:
bids[0]['size'] -= size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if not asks:
return
assert asks[0]['id'] == order['maker_order_id']
if asks[0]['size'] == size:
self.set_asks(price, asks[1:])
else:
asks[0]['size'] -= size
self.set_asks(price, asks)
def change(self, order):
try:
new_size = Decimal(order['new_size'])
except KeyError:
return
try:
price = Decimal(order['price'])
except KeyError:
return
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is None or not any(o['id'] == order['order_id'] for o in bids):
return
index = [b['id'] for b in bids].index(order['order_id'])
bids[index]['size'] = new_size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if asks is None or not any(o['id'] == order['order_id'] for o in asks):
return
index = [a['id'] for a in asks].index(order['order_id'])
asks[index]['size'] = new_size
self.set_asks(price, asks)
tree = self._asks if order['side'] == 'sell' else self._bids
node = tree.get(price)
if node is None or not any(o['id'] == order['order_id'] for o in node):
return
def get_current_ticker(self):
return self._current_ticker
def get_current_book(self):
result = {
'sequence': self._sequence,
'asks': [],
'bids': [],
}
for ask in self._asks:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_ask = self._asks[ask]
except KeyError:
continue
for order in this_ask:
result['asks'].append([order['price'], order['size'], order['id']])
for bid in self._bids:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_bid = self._bids[bid]
except KeyError:
continue
for order in this_bid:
result['bids'].append([order['price'], order['size'], order['id']])
return result
def get_ask(self):
return self._asks.peekitem(0)[0]
def get_asks(self, price):
return self._asks.get(price)
def remove_asks(self, price):
del self._asks[price]
def set_asks(self, price, asks):
self._asks[price] = asks
def get_bid(self):
return self._bids.peekitem(-1)[0]
def get_bids(self, price):
return self._bids.get(price)
def remove_bids(self, price):
del self._bids[price]
def set_bids(self, price, bids):
self._bids[price] = bids
class GDaxBook(WebsocketClient):
def __init__(self, product_id='BTC-USD'):
print("Initializing order Book websocket for " + product_id)
self.product = product_id
super(GDaxBook, self).__init__(products=[self.product])
super(GDaxBook, self).start()
self._asks = RBTree()
self._bids = RBTree()
self._client = PublicClient()
self._sequence = -1
self._current_ticker = None
def on_message(self, message):
sequence = message['sequence']
if self._sequence == -1:
self._asks = RBTree()
self._bids = RBTree()
res = self._client.get_product_order_book(self.product,level=3)
for bid in res['bids']:
self.add({
'id': bid[2],
'side': 'buy',
'price': Decimal(bid[0]),
'size': Decimal(bid[1])
})
for ask in res['asks']:
self.add({
'id': ask[2],
'side': 'sell',
'price': Decimal(ask[0]),
'size': Decimal(ask[1])
})
self._sequence = res['sequence']
if sequence <= self._sequence:
# ignore older messages (e.g. before order book initialization from getProductOrderBook)
return
elif sequence > self._sequence + 1:
print('Error: messages missing ({} - {}). Re-initializing websocket.'.format(sequence, self._sequence))
self.close()
self.start()
return
msg_type = message['type']
if msg_type == 'open':
self.add(message)
elif msg_type == 'done' and 'price' in message:
self.remove(message)
elif msg_type == 'match':
self.match(message)
self._current_ticker = message
elif msg_type == 'change':
self.change(message)
self._sequence = sequence
# bid = self.get_bid()
# bids = self.get_bids(bid)
# bid_depth = sum([b['size'] for b in bids])
# ask = self.get_ask()
# asks = self.get_asks(ask)
# ask_depth = sum([a['size'] for a in asks])
# print('bid: %f @ %f - ask: %f @ %f' % (bid_depth, bid, ask_depth, ask))
def on_error(self, e):
self._sequence = -1
self.close()
self.start()
def add(self, order):
order = {
'id': order.get('order_id') or order['id'],
'side': order['side'],
'price': Decimal(order['price']),
'size': Decimal(order.get('size') or order['remaining_size'])
}
if order['side'] == 'buy':
bids = self.get_bids(order['price'])
if bids is None:
bids = [order]
else:
bids.append(order)
self.set_bids(order['price'], bids)
else:
asks = self.get_asks(order['price'])
if asks is None:
asks = [order]
else:
asks.append(order)
self.set_asks(order['price'], asks)
def remove(self, order):
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is not None:
bids = [o for o in bids if o['id'] != order['order_id']]
if len(bids) > 0:
self.set_bids(price, bids)
else:
self.remove_bids(price)
else:
asks = self.get_asks(price)
if asks is not None:
asks = [o for o in asks if o['id'] != order['order_id']]
if len(asks) > 0:
self.set_asks(price, asks)
else:
self.remove_asks(price)
def match(self, order):
size = Decimal(order['size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if not bids:
return
assert bids[0]['id'] == order['maker_order_id']
if bids[0]['size'] == size:
self.set_bids(price, bids[1:])
else:
bids[0]['size'] -= size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if not asks:
return
assert asks[0]['id'] == order['maker_order_id']
if asks[0]['size'] == size:
self.set_asks(price, asks[1:])
else:
asks[0]['size'] -= size
self.set_asks(price, asks)
def change(self, order):
new_size = Decimal(order['new_size'])
price = Decimal(order['price'])
if order['side'] == 'buy':
bids = self.get_bids(price)
if bids is None or not any(o['id'] == order['order_id'] for o in bids):
return
index = map(itemgetter('id'), bids).index(order['order_id'])
bids[index]['size'] = new_size
self.set_bids(price, bids)
else:
asks = self.get_asks(price)
if asks is None or not any(o['id'] == order['order_id'] for o in asks):
return
index = map(itemgetter('id'), asks).index(order['order_id'])
asks[index]['size'] = new_size
self.set_asks(price, asks)
tree = self._asks if order['side'] == 'sell' else self._bids
node = tree.get(price)
if node is None or not any(o['id'] == order['order_id'] for o in node):
return
def get_current_ticker(self):
return self._current_ticker
def get_current_book(self):
result = {
'sequence': self._sequence,
'asks': [],
'bids': [],
}
for ask in self._asks:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_ask = self._asks[ask]
except KeyError:
continue
for order in this_ask:
result['asks'].append([order['price'], order['size'], order['id']])
for bid in self._bids:
try:
# There can be a race condition here, where a price point is removed
# between these two ops
this_bid = self._bids[bid]
except KeyError:
continue
for order in this_bid:
result['bids'].append([order['price'], order['size'], order['id']])
return result
def get_ask(self):
return self._asks.min_key()
def get_asks(self, price):
return self._asks.get(price)
def remove_asks(self, price):
self._asks.remove(price)
def set_asks(self, price, asks):
self._asks.insert(price, asks)
def get_bid(self):
return self._bids.max_key()
def get_bids(self, price):
return self._bids.get(price)
def remove_bids(self, price):
self._bids.remove(price)
def set_bids(self, price, bids):
self._bids.insert(price, bids)
def __init__(self, api_url='https://api.pro.coinbase.com', timeout=30):
super(CBProPublicClient, self).__init__(api_url, timeout)
self.public_client = PublicClient(api_url, timeout)
class CBProPublicClient(MyPublicClient):
def __init__(self, api_url='https://api.pro.coinbase.com', timeout=30):
super(CBProPublicClient, self).__init__(api_url, timeout)
self.public_client = PublicClient(api_url, timeout)
def get_time(self) -> dict:
"""Get current time from server.
Returns:
dict -- Dict {
'iso': 'YYYY-MM-DDThh:mm:ss.fffZ',
'epoch': UNIX epoch
}
"""
return self.public_client.get_time()
def get_currencies(self) -> list:
"""List all known currencies.
Returns:
list -- List of dicts [
{'id': 'BTC', 'name': 'Bitcoin', 'min_size': '0.00000001'},
{'id': 'EUR', 'name': 'Euro', 'min_size': '0.01'},
...
]
"""
return self.public_client.get_currencies()
def get_product_24hr_stats(self, product: str) -> dict:
"""Get 24hr stats of a given product.
Arguments:
product {str} -- e.g. 'BTC-EUR'
Returns:
dict -- Dict containing keys 'open', 'high', 'low', 'volume', 'last'
"""
return self.public_client.get_product_24hr_stats(product)
def get_product_historic_rates(self, product: str, start: str, end: str,
granularity: int) -> list:
"""Obtain historic rate information between two timepoints.
Arguments:
product {str} -- e.g. 'BTC-EUR'
start {str} -- ISO 8601-formatted: 'YYYY-MM-DDThh:mm:ss.fffZ'
end {str} -- ISO 8601-formatted: 'YYYY-MM-DDThh:mm:ss.fffZ'
granularity {int} -- one of {60, 300, 900, 3600, 21600, 86400}
Returns:
list -- List of buckets. Each bucket contains data
[time, low, high, open, close, volume] for the
duration of granularity
"""
rates = []
while len(rates) == 0:
rates = self.public_client.get_product_historic_rates(
product_id=product,
start=start,
end=end,
granularity=granularity)
return rates