def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
def download_historical(self):
length = self.scid.length
if not length:
from_timestamp = 0
else:
self.scid.seek(self.scid.length-1)
rec = ScidRecord.from_struct(self.scid.readOne())
from_timestamp = int(time.mktime(rec.DateTime.timetuple())) + 1
print 'Downloading historical data'
self.scid.seek(self.scid.length)
for rec in bitcoincharts_history(self.symbol, from_timestamp, self.volume_precision, True):
self.scid.write(rec.to_struct())
self.scid.fp.flush()
def download_historical(self):
length = self.scid.length
if not length:
from_timestamp = 0
else:
self.scid.seek(self.scid.length-1)
rec = ScidRecord.from_struct(self.scid.readOne())
from_timestamp = int(time.mktime(rec.DateTime.timetuple())) + 1
print 'Downloading historical data'
self.scid.seek(self.scid.length)
for rec in bitcoincharts_history(self.symbol, from_timestamp, self.volume_precision, True):
self.scid.write(rec.to_struct())
self.scid.fp.flush()
def bitcoincharts_history(symbol, from_timestamp, volume_precision, log=False):
#fetch 1 week at a time until we get to next week
prev_timestamp = from_timestamp
next_timestamp = from_timestamp + 604800
while (next_timestamp <= time.time())
url = '%s?start=%s&end=%s&symbol=%s' % (BITCOINCHARTS_TRADES_URL, prev_timestamp, next_timestamp, symbol)
#print url
req = urllib2.Request(url)
for line in urllib2.urlopen(req).read().split('\n'):
if not line:
continue
line = line.split(',')
try:
timestamp, price, volume = int(line[0]), float(line[1]), int(float(line[2])*10**volume_precision)
if log:
print symbol, datetime.datetime.fromtimestamp(timestamp), timestamp, price, float(volume)/10**volume_precision
yield ScidRecord(datetime.datetime.fromtimestamp(timestamp), price, price, price, price, 1, volume, 0, 0)
except ValueError:
print line
print "Corrupted data for symbol %s, skipping" % symbol
prev_timestamp = next_timestamp
next_timestamp = next_timestamp + 604800
