def update(self):
""" Checks for new trades and updates the candle data. """
new_trades = self.tradesource.new_trades
if new_trades:
self.active_trades += [{
'timestamp': int(trade['timestamp']),
'price': Decimal(trade['price']),
'amount': Decimal(trade['amount'])
} for trade in new_trades]
if not self.next_start:
first = ut_to_dt(self.active_trades[0]['timestamp'])
start = datetime(year=first.year,
month=first.month,
day=first.day)
while start + self.step < first:
start += self.step
self.next_start = start + self.step
self.active_candle = get_candle(dt_to_ut(start),
self.active_trades)
self.last_closed_known = False
# dump older trades if active candle has closed,
# accounting for possible gaps
while ut_to_dt(
self.active_trades[-1]['timestamp']) > self.next_start:
self.dump()
# update active candle
new_candle = get_candle(self.active_candle[0], new_trades)
self.active_candle = self.update_candle(self.active_candle,
new_candle)
def update(self):
""" Checks for new trades and updates the candle data. """
new_trades = self.tradesource.new_trades
if new_trades:
self.active_trades += [{'timestamp': int(trade['timestamp']),
'price': Decimal(trade['price']),
'amount': Decimal(trade['amount'])}
for trade in new_trades]
if not self.next_start:
first = ut_to_dt(self.active_trades[0]['timestamp'])
start = datetime(
year=first.year, month=first.month, day=first.day)
while start + self.step < first:
start += self.step
self.next_start = start + self.step
self.active_candle = get_candle(
dt_to_ut(start), self.active_trades)
self.last_closed_known = False
# dump older trades if active candle has closed,
# accounting for possible gaps
while ut_to_dt(
self.active_trades[-1]['timestamp']) > self.next_start:
self.dump()
# update active candle
new_candle = get_candle(self.active_candle[0], new_trades)
self.active_candle = self.update_candle(
self.active_candle, new_candle)
def dump(self):
""" Run once the candle is completed, to close the candle and record
it to the candle data file.
"""
to_dump = [t for t in self.active_trades if ut_to_dt(t['timestamp']) < self.next_start]
to_keep = [t for t in self.active_trades if ut_to_dt(t['timestamp']) >= self.next_start]
if len(to_dump):
if not self.quiet:
print '{} {}{} candle closed at {} with {} trades'.format(self.exchange, self.p_value, self.p_unit, to_dump[-1]['price'], len(to_dump))
dump_candle = get_candle(self.active_candle[0], to_dump)
self.closed_candles.append(dump_candle)
if self.record_candles:
# if last entry not closed, pop out the last entry before rewriting with update
if not self.last_closed_known:
save_candlefile(self.closed_candles, self.period, self.candlefile, replace=True)
else:
save_candlefile([dump_candle], self.period, self.candlefile, replace=False)
self.active_trades = to_keep
self.active_candle = get_candle(dt_to_ut(self.next_start), [to_keep[0]])
self.next_start += self.step
# only closed candles are saved, so last will always be closed on further updates
self.last_closed_known = True
