def save_to_mongodb(data):
print('save to mongodb: ', data)
return
try:
# 把 下面的实时数据写入 Mongodb中
# "amount": 24小时成交量,
# "open": 前推24小时成交价,
# "close": 当前成交价,
# "high": 近24小时最高价,
# "low": 近24小时最低价,
# "count": 近24小时累积成交数,
# "vol": 近24小时累积成交额, 即
# sum(每一笔成交价 * 该笔的成交量)
# sym ts, amount, open, close, high, low, count, vol, amount
ybdd = {}
symbol = Symbol.convert_to_standard_symbol(
Platform.PLATFORM_HUOBI, json_result["ch"].split('.')[1])
tdata = json_result['tick']
amount = tdata['amount']
open = tdata['open']
price = tdata['close'] # "close": 当前成交价 也就是最新价
high = tdata['high']
low = tdata['low']
vol = tdata['vol']
# 涨跌幅 最新成交价 - 24小时前成交价 / 24小时前成交价
ff = (price - open) / open * 100
delta = ('%.2f' % ff)
ybdd['Change'] = '{0}{1}'.format(delta, '%')
ybdd['sym'] = symbol
ybdd['amount'] = amount
ybdd['Price'] = price
ybdd['High'] = high
ybdd['Low'] = low
ybdd['Volume'] = vol
ybdd['api'] = 'ticker'
ybdd['exchange'] = 'huobi'
detail_coll.update({
'sym': ybdd['sym'],
'exchange': ybdd['exchange']
}, {
'$set': {
'Change': ybdd['Change'],
'Volume': ybdd['Volume'],
'amount': ybdd['amount'],
'Price': ybdd['Price'],
'High': ybdd['High'],
'Low': ybdd['Low'],
'api': 'ticker'
}
}, True)
except Exception as e:
print(str(e))
def save_to_mongodb(data):
try:
# 把 下面的实时数据写入 Mongodb中
# sym ts, depth, sell_price, sell_amt, buy_price, buy_amt
# symbol
# 货币对
symbol = Symbol.convert_to_standard_symbol(Platform.PLATFORM_HUOBI, json_result["ch"].split('.')[1])
ts = data['ts']
bids = json_result['tick']['bids']
asks = json_result['tick']['asks']
ybdd = {}
ybdd['sym'] = symbol
small_len = len(bids)
if small_len > len(asks):
small_len = len(asks)
for i in range(small_len):
depth = i + 1
sell_price = asks[i][0]
sell_amt = asks[i][1]
buy_price = bids[i][0]
buy_amt = bids[i][1]
if len(bids) > small_len:
for j in range(small_len, len(bids)):
depth = j + 1
buy_price = bids[j][0]
buy_amt = bids[j][1]
if len(asks) > small_len:
for k in range(small_len, len(asks)):
depth = k + 1
sell_price = asks[k][0]
sell_amt = asks[k][1]
# line = [symbol, ts, depth, sell_price, sell_amt, '', '']
# write_lines.append(line)
ybdd['depth'] = depth
ybdd['ts'] = ts
ybdd['buy_price'] = buy_price
ybdd['buy_amt'] = buy_amt
ybdd['sell_price'] = sell_price
ybdd['sell_amt'] = sell_amt
ybdd['api'] = 'depth'
ybdd['exchange'] = 'huobi'
depth_coll.insert(ybdd)
# depth_coll.update({'sym': ybdd['sym'], 'exchange': ybdd['exchange'], 'depth': ybdd['depth']},
# {'$set': {'buy_price': ybdd['buy_price'], 'buy_amt': ybdd['buy_amt'],
# 'sell_price': ybdd['sell_price'], 'sell_amt': ybdd['sell_amt'],
# 'sym': ybdd['sym'], 'exchange': ybdd['exchange'], 'api': 'ticker'}}, True)
except Exception as e:
print(str(e))
def save_to_csv(json_result):
try:
data_folder = 'D:\\huobi_download'
today_date = time.strftime("%Y%m%d")
file_path = os.path.join(data_folder, today_date, "huobi", "ticker")
if not os.path.exists(file_path):
os.makedirs(file_path)
csv_name = file_path + '/' + "ticker" + '_' + today_date + '.csv'
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
csv_writer.writerow([
'symbol', 'ts', 'latest_price', 'latest_amount',
'max_buy1_price', 'max_buy1_amt', 'min_sell1_price',
'min_sell1_amt', 'pre_24h_price', 'pre_24h_price_max',
'pre_24h_price_min', 'pre_24h_bt_finish_amt',
'pre_24h_usd_finish_amt'
])
file_name = file_path + '/' + "ticker" + '_' + today_date + '.txt'
# print (file_name)
with open(file_name, 'a') as fw:
fw.write(str(json_result) + '\n')
csv_name = file_path + '/' + "ticker" + '_' + today_date + '.csv'
# 转化为标准币对形式保存在csv
symbol = Symbol.convert_to_standard_symbol(
Platform.PLATFORM_HUOBI, json_result["ch"].split('.')[1])
print(symbol)
ts = json_result['ts']
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
csv_writer.writerow([
symbol, ts, '', '', '', '', '', '',
json_result['tick']['open'], json_result['tick']['high'],
json_result['tick']['low'], json_result['tick']['amount'],
json_result['tick']['vol']
])
except Exception as e:
print(str(e))
def save_to_csv(json_result):
try:
#print("save_to_csv start time: ")
#print(time.strftime("%Y%m%d %H:%M:%S"))
#json_result = eval(json_result)
data_folder = '/yanjiuyuan/data'
today_date = time.strftime("%Y%m%d")
file_path = os.path.join(data_folder, today_date, "huobi", "trader")
if not os.path.exists(file_path):
os.makedirs(file_path)
csv_name = file_path + '/' + "trader" + '_' + today_date + '.csv'
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
csv_writer.writerow(
['symbol', 'id', 'ts', 'direction', 'amount', 'price'])
file_name = file_path + '/' + "trader" + '_' + today_date + '.txt'
# print (file_name)
with open(file_name, 'a') as fw:
fw.write(result + '\n')
csv_name = file_path + '/' + "trader" + '_' + today_date + '.csv'
# 转化为标准币对形式保存在csv
symbol = Symbol.convert_to_standard_symbol(
Platform.PLATFORM_HUOBI, json_result["ch"].split('.')[1])
# print(symbol)
tick_data = json_result['tick']['data']
write_lines = []
for trade in tick_data:
write_lines.append([
symbol, trade['id'], trade['ts'], trade['direction'],
trade['amount'], trade['price']
])
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
for line in write_lines:
csv_writer.writerow(line)
except Exception as e:
print(str(e))
def sync_kline(self, symbol, period, size=2000):
"""
:param symbol
:param period: 可选值：{1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year }
:param size: 可选值： [1,2000]
:return:
"""
params = {'symbol': symbol, 'period': period, 'size': size}
url = MARKET_URL + '/market/history/kline'
try:
ret = http_get_request(url, params)
if ret["status"] == "ok":
json_ret = ret["data"]
for line in json_ret:
sym = Symbol.convert_to_standard_symbol(
Platform.PLATFORM_HUOBI, symbol)
# 把 下面的实时数据写入 Mongodb中
# 'high' 最高价
# 'low' 最低价
# open 开盘价
# close 收盘价
# count
# base_vol 基准货币成交量
# quote_vol 计价货币成交量
# 货币对
ybdd = {}
ybdd['sym'] = sym
ybdd['ts'] = line["id"] * 1000
# 间隔时间
ybdd['interval'] = period
# 开盘价格
ybdd['open'] = line['open']
# 最高价格
ybdd['high'] = line['high']
# 最低价
ybdd['low'] = line['low']
# close
ybdd['close'] = line['close']
# count
ybdd['count'] = line['count']
# quote_vol 计价货币成交量
ybdd['quote_vol'] = round(line['vol'], 2)
ybdd['exchange'] = 'huobi'
ybdd['api'] = 'kline'
inter_p = Symbol.convert_to_standard_interval(
Platform.PLATFORM_HUOBI, period)
coll = sdb[mdb[inter_p]]
coll.update(
{
'sym': ybdd['sym'],
'ts': ybdd['ts'],
'interval': ybdd['interval']
}, {
'$set': {
'Open': ybdd['open'],
'High': ybdd['high'],
'Low': ybdd['low'],
'Close': ybdd['close'],
'Count': ybdd['count'],
'Quote_vol': ybdd['quote_vol'],
'exchange': ybdd['exchange'],
'api': ybdd['api']
}
}, True)
except Exception as e:
print(str(e))
def save_to_csv(json_result):
try:
data_folder = '/yanjiuyuan/data'
today_date = time.strftime("%Y%m%d")
file_path = os.path.join(data_folder, today_date, "huobi", "depth")
if not os.path.exists(file_path):
os.makedirs(file_path)
csv_name = file_path + '/' + "depth" + '_' + today_date + '.csv'
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
csv_writer.writerow([
'symbol', 'ts', 'depth', 'sell_price', 'sell_amt',
'buy_price', 'buy_amt'
])
file_name = file_path + '/' + "depth" + '_' + today_date + '.txt'
# print (file_name)
with open(file_name, 'a') as fw:
fw.write(result + '\n')
csv_name = file_path + '/' + "depth" + '_' + today_date + '.csv'
# 转化为标准币对形式保存在csv
symbol = Symbol.convert_to_standard_symbol(
Platform.PLATFORM_HUOBI, json_result["ch"].split('.')[1])
ts = json_result['ts']
write_lines = []
bids = json_result['tick']['bids']
# print (len(bids))
asks = json_result['tick']['asks']
# print(len(asks))
small_len = len(bids)
if small_len > len(asks):
small_len = len(asks)
for i in range(small_len):
depth = i + 1
sell_price = asks[i][0]
sell_amt = asks[i][1]
buy_price = bids[i][0]
buy_amt = bids[i][1]
line = [
symbol, ts, depth, sell_price, sell_amt, buy_price, buy_amt
]
write_lines.append(line)
if len(bids) > small_len:
for j in range(small_len, len(bids)):
depth = j + 1
buy_price = bids[j][0]
buy_amt = bids[j][1]
line = [symbol, ts, depth, '', '', buy_price, buy_amt]
write_lines.append(line)
if len(asks) > small_len:
for k in range(small_len, len(asks)):
depth = k + 1
sell_price = asks[k][0]
sell_amt = asks[k][1]
line = [symbol, ts, depth, sell_price, sell_amt, '', '']
write_lines.append(line)
with open(csv_name, 'a', newline='') as csvfile:
csv_writer = csv.writer(csvfile)
for write_line in write_lines:
csv_writer.writerow(write_line)
except Exception as e:
print(str(e))
def save_to_csv(symbol):
# 今天日期
today = datetime.date.today()
#print(today)
# 昨天时间
yesterday = today - datetime.timedelta(days=1)
#print(yesterday.strftime("%Y%m%d"))
# 昨天开始时间戳
yesterday_start_time = int(
time.mktime(time.strptime(str(yesterday), '%Y-%m-%d')))
#print(yesterday_start_time)
# 昨天结束时间戳
yesterday_end_time = int(time.mktime(time.strptime(str(today),
'%Y-%m-%d'))) - 1
#print(yesterday_end_time)
data_folder = '/yanjiuyuan/code/huobi/kline_data'
yesterday_date = yesterday.strftime("%Y%m%d")
file_path = os.path.join(data_folder, yesterday_date, "huobi", "kline")
if not os.path.exists(file_path):
os.makedirs(file_path)
csv_name = file_path + '/' + "kline" + '_' + yesterday_date + '.csv'
with open(csv_name, "a", newline='') as csvfile:
csv_writer = csv.writer(csvfile)
csv_writer.writerow([
'symbol', 'ts', 'tm_intv', 'id', 'open', 'close', 'low',
'high', 'amount', 'vol', 'count'
])
r_lest = []
try:
result = get_kline(symbol)
result = get_kline(symbol)
result = get_kline(symbol)
result = get_kline(symbol)
if result["status"] == "ok":
json_result = result["data"]
for item in json_result:
if item["id"] >= yesterday_start_time and item[
"id"] <= yesterday_end_time:
#print(item)
r_lest.append((item))
#
except Exception as e:
print(str(e))
print(len(r_lest))
csv_name = file_path + '/' + "kline" + '_' + yesterday_date + '.csv'
#print(csv_name)
with open(csv_name, 'a', newline='') as csvfile:
csv_writer = csv.writer(csvfile)
for line in r_lest:
writ_line = [
Symbol.convert_to_standard_symbol(Platform.PLATFORM_HUOBI,
symbol), line["id"] * 1000,
'1m', line['id'] * 1000, line['open'], line['close'],
line['low'], line['high'], line['amount'], line['vol'],
line['count']
]
csv_writer.writerow(writ_line)