def trade_from_kraken(kraken_trade):
"""Turn a kraken trade returned from kraken trade history to our common trade
history format"""
currency_pair = kraken_to_world_pair(kraken_trade['pair'])
quote_currency = get_pair_position(currency_pair, 'second')
# Kraken timestamps have floating point
timestamp = convert_to_int(kraken_trade['time'], accept_only_exact=False)
amount = FVal(kraken_trade['vol'])
cost = FVal(kraken_trade['cost'])
fee = FVal(kraken_trade['fee'])
order_type = kraken_trade['type']
rate = FVal(kraken_trade['price'])
log.debug(
'Processing kraken Trade',
sensitive_log=True,
timestamp=timestamp,
order_type=order_type,
kraken_pair=kraken_trade['pair'],
pair=currency_pair,
quote_currency=quote_currency,
amount=amount,
cost=cost,
fee=fee,
rate=rate,
)
return Trade(
timestamp=timestamp,
pair=currency_pair,
type=order_type,
rate=rate,
cost=cost,
cost_currency=quote_currency,
fee=fee,
fee_currency=quote_currency,
amount=amount,
location='kraken',
)
def trades_from_dictlist(given_trades, start_ts, end_ts):
""" Gets a list of dict trades, most probably read from the json files and
a time period. Returns it as a list of the Trade tuples that are inside the time period
"""
returned_trades = list()
for given_trade in given_trades:
if given_trade['timestamp'] < start_ts:
continue
if given_trade['timestamp'] > end_ts:
break
pair = given_trade['pair']
rate = FVal(given_trade['rate'])
amount = FVal(given_trade['amount'])
# Slowly trying to make cost go away as it can be calculated anyway
if 'cost' not in given_trade:
cost = rate * amount
# Cost is always on the quote currency
cost_currency = get_pair_position(pair, 'second')
else:
cost = FVal(given_trade['cost'])
cost_currency = given_trade['cost_currency']
returned_trades.append(
Trade(
timestamp=given_trade['timestamp'],
pair=pair,
type=given_trade['type'],
rate=rate,
cost=cost,
cost_currency=cost_currency,
fee=FVal(given_trade['fee']),
fee_currency=given_trade['fee_currency'],
amount=amount,
location=given_trade['location'],
))
return returned_trades