def orderbook(pair='btcusd',
limit_orders=50,
group=True,
limit_bids=None,
limit_asks=None):
# limit_bids/limit_asks optional, overrides limit_orders
return get_json(url=_make_url('book', pair))
def candlestick(pair='btccny', period='15m'):
period_translations = {
'1m': '001',
'5m': '005',
'15m': '015',
'30m': '030',
'60m': '060',
'1d': '100',
'1w': '200',
'1mo': '300',
'1y': '400'
}
if period not in period_translations:
raise ValueError
url = DATA_API_URL + _convert_pair(
pair) + '_kline_' + period_translations[period] + '_json.js'
def process(data):
return [{
't': c[0],
'open': c[1],
'high': c[2],
'low': c[3],
'close': c[4],
'volume': c[5]
} for c in data]
return get_json(url=url).addCallback(process)
def lendbook(currency='usd',
limit_orders=50,
group=True,
limit_bids=None,
limit_asks=None):
# semantically broken to pass currency as pair, but it does what is needed
return get_json(url=_make_url('lendbook', currency))
def trades(pair='btcusd',
limit_orders=50,
timelimit=None,
limit_bids=None,
limit_asks=None):
d = get_json(url=_make_url('trades', pair))
return d.addCallback(simpleschema.remap, [{'tid': 'id'}])
def update(self):
if not self._should_update():
return defer.succeed(None)
elif not self.can_update:
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
if 'rates' in data:
self.rates = data['rates']
self.last_updated = int(data['timestamp'])
return self.rates
else:
log.info("Could not retrieve OER forex data")
def handle_err(failure):
failure.trap(errors.HTTPError)
http_code = failure.value.code
if 500 > int(http_code) >= 400:
log.warn((
"Bad status code when updating OpenExchangeRates data: {}. "
"Disabling updating from this data source."
).format(http_code))
self.can_update = False
return d.addCallbacks(process, handle_err)
def ticker(pair='btcusd'):
# api fails with code 200 and {u'error': u'Invalid method', u'success': 0}
def process(data):
new = data[_convert_pair(pair)]
return simpleschema.remap(new, {'buy': 'bid', 'sell': 'ask', 'updated': 'timestamp',
'vol': 'volume', 'vol_cur': 'basis_volume', 'avg': 'mid'})
return get_json(url=_make_url('ticker', pair)).addCallback(process)
def orderbook(pair='btcusd', limit_orders=150):
def process(data):
new = data[_convert_pair(pair)]
new['bids'] = [{'price': b[0], 'amount': b[1]} for b in new['bids']]
new['asks'] = [{'price': a[0], 'amount': a[1]} for a in new['asks']]
return new
return get_json(url=_make_url('depth', pair)).addCallback(process)
def orderbook(pair="btccny"):
def process(data):
data["bids"] = [{"price": price, "amount": amount} for price, amount in data["bids"]]
data["asks"] = [{"price": price, "amount": amount} for price, amount in data["asks"]]
return data
return get_json(url=_create_url("depth", pair)).addCallback(process)
def trades(pair='btcusd', limit_trades=150):
def process(data):
new = data[_convert_pair(pair)]
for trade in new:
trade['direction'] = bool(trade.pop('type') == 'bid')
return simpleschema.remap(new, [{'tid': 'id'}])
return get_json(url=_make_url('trades', pair)).addCallback(process)
def update(self):
if not self._should_update():
return defer.succeed(None)
elif not self.can_update:
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
if "rates" in data:
self.rates = data["rates"]
self.last_updated = int(data["timestamp"])
return self.rates
else:
log.info("Could not retrieve OER forex data")
def handle_err(failure):
failure.trap(errors.HTTPError)
http_code = failure.value.code
if 500 > int(http_code) >= 400:
log.warn(
(
"Bad status code when updating OpenExchangeRates data: {}. "
"Disabling updating from this data source."
).format(http_code)
)
self.can_update = False
return d.addCallbacks(process, handle_err)
def trades(pair='btcusd', limit_trades=150):
def process(data):
new = data[_convert_pair(pair)]
for trade in new:
trade['direction'] = bool(trade.pop('type') == 'bid')
return simpleschema.remap(new, [{'tid': 'id'}])
return get_json(url=_make_url('trades', pair)).addCallback(process)
def orderbook(pair='btcusd', limit_orders=150):
def process(data):
new = data[_convert_pair(pair)]
new['bids'] = [{'price': b[0], 'amount': b[1]} for b in new['bids']]
new['asks'] = [{'price': a[0], 'amount': a[1]} for a in new['asks']]
return new
return get_json(url=_make_url('depth', pair)).addCallback(process)
def eur_usd():
"""
Get the Bitstamp EUR/USD conversion rate.
Keys:
buy - conversion rate when buying
sell - conversion rate when selling
"""
return get_json(url=_make_url('eur_usd'))
def eur_usd():
"""
Get the Bitstamp EUR/USD conversion rate.
Keys:
buy - conversion rate when buying
sell - conversion rate when selling
"""
return get_json(url=_make_url('eur_usd'))
def ticker(pair="btccny"):
def process(data):
data.update(data["ticker"])
data.pop("ticker")
return data
d = get_json(url=_create_url("ticker", pair)).addCallback(process)
d.addCallback(simpleschema.remap, {"time": "timestamp", "buy": "bid", "sell": "ask", "vol": "volume"})
return d
def orderbook(pair='btccny'):
def process(data):
data['bids'] = [{
'price': price,
'amount': amount
} for price, amount in data['bids']]
data['asks'] = [{
'price': price,
'amount': amount
} for price, amount in data['asks']]
return data
return get_json(url=_create_url('depth', pair)).addCallback(process)
def update(self):
if not self._should_update():
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
if "rates" in data:
self.rates = data["rates"]
self.last_updated = utils.now_in_utc_secs()
return self.rates
else:
log.info("Could not retrieve ECB forex data")
return d.addCallback(process)
def ticker(pair='btccny'):
def process(data):
data.update(data['ticker'])
data.pop('ticker')
return data
d = get_json(url=_create_url('ticker', pair)).addCallback(process)
d.addCallback(simpleschema.remap, {
'time': 'timestamp',
'buy': 'bid',
'sell': 'ask',
'vol': 'volume'
})
return d
def update(self):
if not self._should_update():
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
if 'rates' in data:
self.rates = data['rates']
self.last_updated = utils.now_in_utc_secs()
return self.rates
else:
log.info("Could not retrieve ECB forex data")
return d.addCallback(process)
def ticker(pair='btcusd'):
# api fails with code 200 and {u'error': u'Invalid method', u'success': 0}
def process(data):
new = data[_convert_pair(pair)]
return simpleschema.remap(
new, {
'buy': 'bid',
'sell': 'ask',
'updated': 'timestamp',
'vol': 'volume',
'vol_cur': 'basis_volume',
'avg': 'mid'
})
return get_json(url=_make_url('ticker', pair)).addCallback(process)
def update(self):
if not self._should_update():
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
rates = dict()
for quote in data["list"]["resources"]:
quote = quote["resource"]["fields"]
currency = quote["symbol"].split("=")[0]
rates[currency] = Decimal(quote["price"])
self.rates = rates
self.last_updated = utils.now_in_utc_secs()
return rates
return d.addCallback(process)
def update(self):
if not self._should_update():
return defer.succeed(None)
d = utils.get_json(self.url)
def process(data):
rates = dict()
for quote in data['list']['resources']:
quote = quote['resource']['fields']
currency = quote['symbol'].split('=')[0]
rates[currency] = Decimal(quote['price'])
self.rates = rates
self.last_updated = utils.now_in_utc_secs()
return rates
return d.addCallback(process)
def ticker(pair='btcusd'):
"""
Get the Bitstamp ticker, which includes data on the last 24 hours.
:rtype: defer.Deferred
Keys:
timestamp - time the data was generated
volume - 24h volume
vwap - 24h volume-weighted average price
bid - highest bid
ask - lowest ask
last - last trade price
low - lowest price in last 24h
high - highest price in last 24h
"""
return get_json(url=_make_url('ticker', pair))
def ticker(pair='btcusd'):
"""
Get the Bitstamp ticker, which includes data on the last 24 hours.
:rtype: defer.Deferred
Keys:
timestamp - time the data was generated
volume - 24h volume
vwap - 24h volume-weighted average price
bid - highest bid
ask - lowest ask
last - last trade price
low - lowest price in last 24h
high - highest price in last 24h
"""
return get_json(url=_make_url('ticker', pair))
def candlestick(pair="btccny", period="15m"):
period_translations = {
"1m": "001",
"5m": "005",
"15m": "015",
"30m": "030",
"60m": "060",
"1d": "100",
"1w": "200",
"1mo": "300",
"1y": "400",
}
if period not in period_translations:
raise ValueError
url = DATA_API_URL + _convert_pair(pair) + "_kline_" + period_translations[period] + "_json.js"
def process(data):
return [{"t": c[0], "open": c[1], "high": c[2], "low": c[3], "close": c[4], "volume": c[5]} for c in data]
return get_json(url=url).addCallback(process)
def trades(pair='btcusd', timeframe='minute'):
"""
Get recent Bitstamp transactions.
:param timeframe: time duration to get trades for. Options: 'minute' and 'hour'.
:type timeframe: str
:rtype: defer.Deferred
:raises ValueError: on invalid timeframe
Keys:
date - timestamp of trade
tid - transaction ID
price - price the trade executed at
amount - amount of BTC that the trade executed for
"""
valid_timeframes = ('minute', 'hour')
if timeframe not in valid_timeframes:
raise ValueError("Invalid timeframe {}", timeframe)
data = get_json(url=_make_url('transactions', pair),
params={'time': timeframe})
return data.addCallback(simpleschema.remap, [{'tid': 'id', 'date': 'timestamp'}])
def orderbook(pair='btcusd', group=True):
"""
Get the full Bitstamp orderbook.
:param group: whether to group orders with the same price.
:type group: bool
:rtype: defer.Deferred
Keys:
bids - list of bids
asks - list of asks
timestamp - when the orderbook data was created/returned
"""
raw = get_json(url=_make_url('order_book', pair),
params={'group': int(group)})
def reflow(book):
book['bids'] = [{'price': b[0], 'amount': b[1]} for b in book['bids']]
book['asks'] = [{'price': a[0], 'amount': a[1]} for a in book['asks']]
return book
return raw.addCallback(reflow)
def orderbook(pair='btcusd', group=True):
"""
Get the full Bitstamp orderbook.
:param group: whether to group orders with the same price.
:type group: bool
:rtype: defer.Deferred
Keys:
bids - list of bids
asks - list of asks
timestamp - when the orderbook data was created/returned
"""
raw = get_json(url=_make_url('order_book', pair),
params={'group': int(group)})
def reflow(book):
book['bids'] = [{'price': b[0], 'amount': b[1]} for b in book['bids']]
book['asks'] = [{'price': a[0], 'amount': a[1]} for a in book['asks']]
return book
return raw.addCallback(reflow)
def detail(pair='btccny'):
def process(data):
data.pop('top_buy')
data.pop('top_sell')
data['trades'] = _convert_detail_trades(data['trades'])
return data
d = get_json(url=_create_url('detail', pair))
d.addCallback(
simpleschema.remap, {
'p_new': 'last',
'p_open': 'open',
'p_last': 'close',
'p_high': 'high',
'p_low': 'low',
'amount': 'volume',
'total': 'basis_volume',
'level': 'change_pct',
'sells': 'asks',
'buys': 'bids'
})
return d.addCallback(process)
def trades(pair='btcusd', timeframe='minute'):
"""
Get recent Bitstamp transactions.
:param timeframe: time duration to get trades for. Options: 'minute' and 'hour'.
:type timeframe: str
:rtype: defer.Deferred
:raises ValueError: on invalid timeframe
Keys:
date - timestamp of trade
tid - transaction ID
price - price the trade executed at
amount - amount of BTC that the trade executed for
"""
valid_timeframes = ('minute', 'hour')
if timeframe not in valid_timeframes:
raise ValueError("Invalid timeframe {}", timeframe)
data = get_json(url=_make_url('transactions', pair),
params={'time': timeframe})
return data.addCallback(simpleschema.remap, [{
'tid': 'id',
'date': 'timestamp'
}])
def detail(pair="btccny"):
def process(data):
data.pop("top_buy")
data.pop("top_sell")
data["trades"] = _convert_detail_trades(data["trades"])
return data
d = get_json(url=_create_url("detail", pair))
d.addCallback(
simpleschema.remap,
{
"p_new": "last",
"p_open": "open",
"p_last": "close",
"p_high": "high",
"p_low": "low",
"amount": "volume",
"total": "basis_volume",
"level": "change_pct",
"sells": "asks",
"buys": "bids",
},
)
return d.addCallback(process)
def pairs():
"""Get a list of valid pairs."""
return get_json(url=_make_url('symbols'))
def pair_info(pair='btcusd'):
return get_json(url=_make_url('info', pair))
def ticker(pair='btcusd'):
d = get_json(url=_make_url('pubticker', pair))
return d.addCallback(simpleschema.remap, {'last_price': 'last'})
def lends(currency='usd',
limit_entries=50,
timelimit=None,
limit_bids=None,
limit_asks=None):
return get_json(url=_make_url('lends', currency))
def lendbook(currency='usd', limit_orders=50, group=True, limit_bids=None, limit_asks=None):
# semantically broken to pass currency as pair, but it does what is needed
return get_json(url=_make_url('lendbook', currency))
def lends(currency='usd', limit_entries=50, timelimit=None, limit_bids=None, limit_asks=None):
return get_json(url=_make_url('lends', currency))
def pairs_detailed():
"""Get a list of valid pairs with additional info on them."""
return get_json(url=_make_url('symbols_details'))
def orderbook(pair='btcusd', limit_orders=50, group=True, limit_bids=None, limit_asks=None):
# limit_bids/limit_asks optional, overrides limit_orders
return get_json(url=_make_url('book', pair))
def pairs_detailed():
"""Get a list of valid pairs with additional info on them."""
return get_json(url=_make_url('symbols_details'))
def pairs():
"""Get a list of valid pairs."""
return get_json(url=_make_url('symbols'))
def stats(pair='btcusd'):
return get_json(url=_make_url('stats', pair))
def pair_info(pair='btcusd'):
return get_json(url=_make_url('info', pair))
def stats(pair='btcusd'):
return get_json(url=_make_url('stats', pair))
def ticker(pair='btcusd'):
d = get_json(url=_make_url('pubticker', pair))
return d.addCallback(simpleschema.remap, {'last_price': 'last'})
def trades(pair='btcusd', limit_orders=50, timelimit=None, limit_bids=None, limit_asks=None):
d = get_json(url=_make_url('trades', pair))
return d.addCallback(simpleschema.remap, [{'tid': 'id'}])
