def ticker(args):
"""Get currency ticker information."""
# Parameters to pass to the API
api_params = {
'pair': args.pair,
}
res = query_api('public', 'Ticker', api_params, args)
# the list will contain one OrderedDict containing
# the parser ticker info per asset pair
ticker_list = []
for pair in res:
# extract the results for the current pair
pair_res = res[pair]
# Initialize an OrderedDict to garantee the column order
# for later use with the tabulate function
pticker = OrderedDict()
pticker['pair'] = asset_pair_short(pair)
pticker['last'] = pair_res['c'][0] # price only
pticker['high'] = pair_res['h'][1] # last 24h
pticker['low'] = pair_res['l'][1] # last 24h
pticker['vol'] = pair_res['v'][1] # last 24h
pticker['wavg'] = pair_res['p'][1] # last 24h
# calculate an estimate of the traded volume in quoted currency
# for the last 24h: Volume x Average price
quote_val = Decimal(pticker['vol']) * Decimal(pticker['wavg'])
unit_prefix = ''
if quote_val >= 10e6:
quote_val = quote_val / Decimal(1e6)
unit_prefix = 'M'
elif quote_val >= 10e3:
quote_val = quote_val / Decimal(1e3)
unit_prefix = 'k'
pticker['vol value'] = str(round(quote_val)) + ' ' + unit_prefix + pticker['pair'][-3:]
# get the price only
pticker['ask'] = pair_res['a'][0]
pticker['bid'] = pair_res['b'][0]
ticker_list.append(pticker)
if not ticker_list:
return
ticker_list = sorted(ticker_list, key=lambda pticker: pticker['pair'])
if args.csv:
print(csv(ticker_list, headers="keys"))
else:
print(tabulate(ticker_list, headers="keys"))
def depth(args):
"""Get market depth information."""
# Parameters to pass to the API
api_params = {'pair': args.pair, 'count': args.count}
res = query_api('public', 'Depth', api_params, args)
depth_dict = {'asks': [], 'bids': []}
depth_label = {'asks': "Ask", 'bids': "Bid"}
shortpair = asset_pair_short(args.pair)
# dtype is 'asks' or 'bids'
for dtype in depth_dict:
# extract the array of market depth from the api results
dlist = res[args.pair][dtype]
# build a column label depending on the asset pair and dtype
price_label = shortpair + " " + depth_label[dtype]
for delem in dlist:
# Initialize an OrderedDict to garantee the column order
# for later use with the tabulate function
dentry = OrderedDict()
dentry[price_label] = delem[0]
dentry["Volume"] = delem[1]
dentry["Age"] = humanize_timestamp(delem[2])
depth_dict[dtype].append(dentry)
if not dlist:
continue
# sort by price descending
depth_dict[dtype] = reversed(
sorted(depth_dict[dtype],
key=lambda dentry: Decimal(dentry[price_label])))
if args.csv:
output = []
for dtype in depth_dict.keys():
for o in depth_dict[dtype]:
it = OrderedDict()
it['dtype'] = dtype
for k, v in o.items():
if len(k.split(' ')) > 1:
# key has a space, this is the "price_label" column -> "XABCZDEF Ask"
it['pair'] = k.split(' ')[0] # keep only "XABCZDEF"
it['price'] = v
else:
# the other columns don't contain a space
it[k] = v
output += [it]
print(csv(output, headers="keys"))
else:
asks_table = tabulate(depth_dict['asks'], headers="keys")
bids_table = tabulate(depth_dict['bids'], headers="keys")
print("{}\n\n{}".format(asks_table, bids_table))
def ohlc(args):
"""Get OHLC data for asset pairs for various minute intervals:
1 (default), 5, 15, 30, 60, 240, 1440, 10800, 21600."""
# Parameters to pass to the API
api_params = {
'pair': args.pair,
}
if args.since:
api_params['since'] = args.since
if args.interval:
api_params['interval'] = interval = args.interval
else:
interval = 1
res = query_api('public', 'OHLC', api_params, args)
results = res[args.pair]
last_id = res['last']
# initialize a list to store the parsed ohlc data
ohlclist = []
for period in results:
# Initialize an OrderedDict to garantee the column order
# for later use with the tabulate function
ohlcdict = OrderedDict()
ohlcdict["Time"] = format_timestamp(period[0])
ohlcdict["Open"] = period[1]
ohlcdict["High"] = period[2]
ohlcdict["Low"] = period[3]
ohlcdict["Close"] = period[4]
ohlcdict["VWAP"] = period[5]
ohlcdict["Volume"] = period[6]
ohlcdict["Count"] = period[7]
ohlclist.append(ohlcdict)
if not ohlclist:
return
# Reverse trade list to have the most recent interval at the top
ohlclist = ohlclist[::-1]
if args.csv:
print(csv(ohlclist[:args.count], headers="keys"))
else:
print('Asset pair: ' + asset_pair_short(args.pair))
print('Interval: ' + str(interval) + 'm\n')
print(tabulate(ohlclist[:args.count], headers="keys") + '\n')
print('Last ID = {}'.format(last_id))
def ohlc(args):
"""Get OHLC data for asset pairs for various minute intervals:
1 (default), 5, 15, 30, 60, 240, 1440, 10800, 21600."""
# Parameters to pass to the API
api_params = {
'pair': args.pair,
}
if args.since:
api_params['since'] = args.since
if args.interval:
api_params['interval'] = interval = args.interval
else:
interval = 1
res = query_api('public', 'OHLC', api_params, args)
results = res[args.pair]
last_id = res['last']
# initialize a list to store the parsed ohlc data
ohlclist = []
for period in results:
# Initialize an OrderedDict to garantee the column order
# for later use with the tabulate function
ohlcdict = OrderedDict()
ohlcdict["Time"] = format_timestamp(period[0])
ohlcdict["Open"] = period[1]
ohlcdict["High"] = period[2]
ohlcdict["Low"] = period[3]
ohlcdict["Close"] = period[4]
ohlcdict["VWAP"] = period[5]
ohlcdict["Volume"] = period[6]
ohlcdict["Count"] = period[7]
ohlclist.append(ohlcdict)
if not ohlclist:
return
# Reverse trade list to have the most recent interval at the top
ohlclist = ohlclist[::-1]
if args.csv:
print(csv(ohlclist[:args.count], headers="keys"))
else:
print('Asset pair: ' + asset_pair_short(args.pair))
print('Interval: ' + str(interval) + 'm\n')
print(tabulate(ohlclist[:args.count], headers="keys") + '\n')
print('Last ID = {}'.format(last_id))
def list_open_orders(args):
"""List open orders."""
# Parameters to pass to the API
api_params = {
# TODO
}
if args.txid:
api_params.update({'txid': args.txid})
res_ol = query_api('private', 'QueryOrders', api_params, args)
else:
res = query_api('private', 'OpenOrders', api_params, args)
# extract list of orders from API results
res_ol = res['open']
# the parsing is done in an helper function
ol = parse_order_res(res_ol, ['open'])
# filter and sort orders by price in each category
for otype in ol:
# filter orders based on currency pair
if 'pair' in args and args.pair:
ol[otype] = [
odict for odict in ol[otype]
if (odict['pair'] in [args.pair,
asset_pair_short(args.pair)]
or args.pair == 'all')
]
# sort orders by price
ol[otype] = sorted(ol[otype],
key=lambda odict: Decimal(odict['price']))
# final list is concatenation of buy orders followed by sell orders
ol_all = ol['buy'] + ol['sell']
if not ol_all:
return
if args.csv:
print(csv(ol_all, headers="keys"))
else:
print(tabulate(ol_all, headers="keys"))
def list_open_orders(args):
"""List open orders."""
# Parameters to pass to the API
api_params = {
# TODO
}
if args.txid:
api_params.update({'txid': args.txid})
res_ol = query_api('private', 'QueryOrders', api_params, args)
else:
res = query_api('private', 'OpenOrders', api_params, args)
# extract list of orders from API results
res_ol = res['open']
# the parsing is done in an helper function
ol = parse_order_res(res_ol, ['open'])
# filter and sort orders by price in each category
for otype in ol:
# filter orders based on currency pair
if 'pair' in args and args.pair:
ol[otype] = [odict for odict in ol[otype]
if (odict['pair'] in [args.pair, asset_pair_short(args.pair)] or args.pair == 'all')]
# sort orders by price
ol[otype] = sorted(ol[otype], key=lambda odict: Decimal(odict['price']))
# final list is concatenation of buy orders followed by sell orders
ol_all = ol['buy'] + ol['sell']
if not ol_all:
return
if args.csv:
print(csv(ol_all, headers="keys"))
else:
print(tabulate(ol_all, headers="keys"))
def list_closed_orders(args):
"""List closed orders."""
# Parameters to pass to the API
api_params = {
# TODO
}
if args.txid:
api_params.update({'txid': args.txid})
res_ol = query_api('private', 'QueryOrders', api_params, args)
else:
res = query_api('private', 'ClosedOrders', api_params, args)
# extract list of orders from API results
res_ol = res['closed']
# the parsing is done in an helper function
ol = parse_order_res(res_ol, ['closed', 'canceled'])
# merge order types in one list
ol = ol['buy'] + ol['sell']
# filter out orders with zero volume executed
ol = [odict for odict in ol if Decimal(odict['vol_exec']) > 0]
if 'pair' in args and args.pair:
ol = [odict for odict in ol if odict['pair'] in [args.pair, asset_pair_short(args.pair)]]
if not ol:
return
# sort by date
ol = sorted(ol, key=lambda odict: odict['closing_date'])
if args.csv:
print(csv(ol, headers="keys"))
else:
print(tabulate(ol, headers="keys"))
def trades(args):
"""Get trades history or Query trades info"""
# Parameters to pass to the API
api_params = {
# TODO: trades param
}
if args.type:
api_params.update({'type': args.type})
if args.start:
api_params.update({'start': args.start})
if args.end:
api_params.update({'end': args.end})
if args.ofs:
api_params.update({'ofs': args.ofs})
if args.id:
api_params.update({
'txid': args.id,
})
res_trades = query_api('private', 'QueryTrades', api_params, args)
else:
res = query_api('private', 'TradesHistory', api_params, args)
# extract list of orders from API results
res_trades = res['trades']
# put all in a list
tl = []
for trade_id, trade_data in res_trades.items():
trade_data.update({'tradeid': trade_id})
tl += [trade_data]
# filter orders based on currency pair
if 'pair' in args and args.pair:
tl = [td for td in tl if (td['pair'] in [args.pair, asset_pair_short(args.pair)] or args.pair == 'all')]
# Lets get some order and filter some unnecessary fields
tl2 = []
for trade_data in tl:
trade_dict = OrderedDict()
trade_dict['txid'] = trade_data['tradeid']
trade_dict['time'] = format_timestamp(int(trade_data['time']))
trade_dict['pair'] = trade_data['pair'][1:] if len(trade_data['pair']) == 4 and \
trade_data['pair'][0] in ['Z', 'X'] else trade_data['pair']
trade_dict['type'] = trade_data['type']
trade_dict['ordertype'] = trade_data['ordertype']
trade_dict['vol'] = trade_data['vol']
trade_dict['price'] = trade_data['price']
trade_dict['cost'] = trade_data['cost']
trade_dict['fee'] = trade_data['fee']
trade_dict['margin'] = trade_data['margin']
trade_dict['ordertxid'] = trade_data['ordertxid']
trade_dict['misc'] = trade_data['misc']
tl2.append(trade_dict)
# sort orders by time
tl2 = sorted(tl2, key=lambda x: x['time'])
if not tl2:
return
if args.csv:
print(csv(tl2, headers="keys"))
else:
print(tabulate(tl2, headers="keys"))
def test_asset_pair_short():
assert 'ETHEUR' == clikraken_utils.asset_pair_short('XETHZEUR')
assert 'ETHEUR' == clikraken_utils.asset_pair_short('ETHEUR')
assert 'DASHEUR' == clikraken_utils.asset_pair_short('DASHEUR')
assert 'DASHXBT' == clikraken_utils.asset_pair_short('DASHXBT')