def _main(self):
""" Main monitor loop """
while True:
time.sleep(self.refresh_rate - time.time() % self.refresh_rate)
tweets = TWITTER_CLIENT.get_list_statuses(slug='binance-coins', owner_screen_name='tundra_beats')
# LOGGER.debug('Retrieved tweets')
for tweet in tweets:
tweet_dt = twitter_ts(tweet['created_at'])
time_since = dt_time_diff(tweet_dt, datetime.utcnow())
if 0 <= time_since < self.refresh_rate:
handle = tweet['user']['screen_name'].lower()
symbol = [coin for coin, name in self.handle_list.items() if name == handle]
if not symbol or len(symbol) > 1:
self.logger.error('Twitter handle not in list. Symbol list: {}. Handle: {}'.format(
symbol, handle))
else:
symbol = symbol[0]
self.thread_count += 1 # make a new thread
t = threading.Thread(
target=self._new_monitor_thread,
args=(symbol, handle, tweet, tweet_dt))
t.start()
else:
break
def test_no_diff(self):
ts0 = datetime.now()
ts1 = datetime.now()
self.assertAlmostEqual(0, dt_time_diff(ts0, ts1), places=3)
def test_neg_diff_over_midnight(self):
ts0 = datetime(2018, 3, 11, 0, 0, 11)
ts1 = datetime(2018, 3, 10, 23, 59, 50)
self.assertEqual(-21, dt_time_diff(ts0, ts1))
def test_neg_diff(self):
ts0 = datetime(2018, 3, 10, 23, 59, 50)
ts1 = datetime(2018, 3, 10, 23, 59, 47)
self.assertEqual(-3, dt_time_diff(ts0, ts1))
def test_small_diff(self):
ts0 = datetime(2018, 3, 10, 23, 59, 47)
ts1 = datetime(2018, 3, 10, 23, 59, 50)
self.assertEqual(3, dt_time_diff(ts0, ts1))
def monitor_market(self, symbol, alert=None, logger=None, init_dt=None):
"""
Checks the price of a given market at the time intervals given in the MONITOR_INTERVALS variable.
:param symbol: market symbol
:param alert: optional custom alert object
:param logger: optional logger
:param init_dt: starting datetime (cannot be bigger than first interval) - defaults to now
"""
if logger is None:
logger = self.logger
if alert is None:
alert = Alert(symbol, logger=logger)
intervals = MONITOR_INTERVALS if not self.reduced_mode else MONITOR_INTERVALS_REDUCED
pair = symbol + '/BTC'
init_trades = self.client.fetch_trades(pair)
if init_dt is not None:
last_trade = last_trade_before_dt(init_trades, init_dt)
else:
last_trade = init_trades[-1]
init_dt = datetime.utcnow()
prev_interval = dt_time_diff(init_dt, datetime.utcnow())
assert prev_interval < intervals[0], \
'Cannot monitor {}s interval for an initial time of {}'.format(intervals[0], init_dt)
init_price = last_trade['price']
obs = [self.client.fetch_order_book(pair)]
gains = []
trades_after = [last_trade]
for i, curr_interval in enumerate(intervals):
time.sleep(curr_interval - prev_interval)
if trades_after is not None and len(trades_after) < 100:
trades = self.client.fetch_trades(pair)
try:
trades_after = splice_trades(trades_after, trades)
except OutOfRangeError:
logger.warning('trade splicing failed - there may be too many trades to log')
trades_after = None
obs.append(self.client.fetch_order_book(pair))
price = self.client.fetch_ticker(pair)['last']
gain_since = 100 * (price / init_price - 1) # %
gains.append(gain_since)
logger.info('{}m monitoring of {} complete at {}. Gain = {:.2f}%'.format(
curr_interval / 60, symbol, print_time(), gain_since))
if gain_since > RED_ALERT_GAIN_THRESH[curr_interval]:
alert.red('large gain', trigger='{}s gain'.format(curr_interval))
elif gain_since > AMBER_ALERT_GAIN_THRESH[curr_interval]:
alert.amber('medium gain', trigger='{}s gain'.format(curr_interval))
prev_interval = curr_interval
if self.log_data and alert.curr_tier is not None:
# OHLCV should be replaced later
ohlcv = np.array(
self.client.fetch_ohlcv(pair, timeframe='1m', limit=int(intervals[-1] / 60) + LONG_MA_LEN))
if trades_after is not None and not self.reduced_mode:
# 100 trades either side of init dt
trades_log = {'before': reduce_trades(init_trades), 'after': reduce_trades(trades_after)}
else:
trades_log = None
data = {
'init price': init_price,
'symbol': symbol,
'ohlcv': ohlcv,
'trades': trades_log,
'gains': gains,
'order books': obs,
'timestamp': init_dt,
'alert history': alert.export()
}
pickle.dump(data, open(os.path.join(DATA_LOG_PATH, '{}-{}.p'.format(init_dt, symbol)), 'wb'))