def get_data_to_local(self, path, size=120): res = HuobiService.get_kline( self._symbol, self.period_type(self._kline_series._period_type), size) print res kline_file = '%s/huobi_kline_%s.json' % (path, date_tools.cur_time()) fout = open(kline_file, 'w') fout.write(json.dumps(res)) res = HuobiService.get_depth(self._symbol, 'step0') print res depth_file = '%s/huobi_deep_%s.json' % (path, date_tools.cur_time()) fout = open(depth_file, 'w') fout.write(json.dumps(res))