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trades.py
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trades.py
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#!/usr/bin/python
# encoding: utf-8
from apscheduler.scheduler import Scheduler
import sqlite3
import time
from datetime import datetime
from os.path import isfile
import requests
import json
import re
import os
from qiniu import Auth, put_file, etag
import logging
from logging.handlers import TimedRotatingFileHandler
logger = logging.getLogger("apscheduler.scheduler")
logger.setLevel(logging.DEBUG)
ch = TimedRotatingFileHandler('data.log', when='D', interval=1, backupCount=5)
ch.setLevel(logging.DEBUG)
# create formatter
formatter = logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s')
# add formatter to ch
ch.setFormatter(formatter)
# add ch to logger
logger.addHandler(ch)
#BTC_ETH
#BTC_LTC
#BTC_BCH
#BTC_USDT
#ETH_LTC
# COIN_PAIR_LIST=['BTC_ETH','BTC_LTC','BTC_USDT','ETH_LTC']
COIN_PAIR_LIST=['BTC_ETH','BTC_LTC','ETH_LTC','BTC_USDT']
INSERT_SQL='insert into trades values(?,?,?,?,?,?,?)'
CREATE_SQL='CREATE TABLE IF NOT EXISTS trades (tid INTEGER,pair text, amount real, price real,type text,timestamp INTEGER,exchange text)'
SELECT_SQL='select tid from trades where exchange=? and pair=? order by tid desc limit 1'
def OKEXTask(cursor):
try:
exchange = 'okex'
coinMap={'BTC_ETH':'eth_btc','BTC_LTC':'ltc_btc','BTC_USDT':'btc_usdt','ETH_LTC':'ltc_eth'}
lst =[]
for pair in COIN_PAIR_LIST:
cursor.execute(SELECT_SQL, (exchange,pair))
last = cursor.fetchone()
url='https://www.okex.com/api/v1/trades.do?symbol='+coinMap[pair]
if last is not None:
url+='&since='+str(last[0])
res = requests.get(url).text
if res is not None:
for item in json.loads(res):
lst.append((int(item['tid']),pair,item['amount'],item['price'],item['type'],int(item['date_ms']),exchange))
logger.debug(lst[-1])
if len(lst)>0:
cursor.executemany(INSERT_SQL,lst)
cursor.connection.commit()
logger.info( 'finish okex:'+str(len(lst)))
except Exception as e:
logger.error(e)
def bittrexTask(cursor):
try:
exchange='bittrex'
coinMap={'BTC_ETH':'BTC-ETH','BTC_LTC':'BTC-LTC','BTC_USDT':'USDT-BTC','ETH_LTC':'ETH-LTC'}
lst=[]
for pair in COIN_PAIR_LIST:
cursor.execute(SELECT_SQL, (exchange,pair))
last = cursor.fetchone()
url='https://bittrex.com/api/v1.1/public/getmarkethistory?market='+coinMap[pair]
res = requests.get(url).text
epoch = datetime.fromtimestamp(0)
if res is not None:
for item in json.loads(res)['result']:
if last is None or int(item['Id']) > int(last[0]):
ts=item['TimeStamp']
if ts.find('.')<0:
ts+='.00'
timestamp=int(((datetime.strptime(ts, "%Y-%m-%dT%H:%M:%S.%f")-epoch).total_seconds()-3600*5)*1000)
lst.append((int(item['Id']),pair,item['Quantity'],item['Price'],item['OrderType'].lower(),timestamp,exchange))
logger.debug(lst[-1])
if len(lst)>0:
cursor.executemany(INSERT_SQL,lst)
cursor.connection.commit()
logger.info('finish bittrex:'+str(len(lst)))
except Exception as e:
logger.error(e)
def bitfinexTask(cursor):
try:
exchange = 'bitfinex'
coinMap={'BTC_ETH':'ethbtc','BTC_LTC':'ltcbtc','BTC_USDT':'btcusd'}
lst=[]
for pair in COIN_PAIR_LIST:
if coinMap.has_key(pair):
cursor.execute(SELECT_SQL, (exchange,pair))
last = cursor.fetchone()
url='https://api.bitfinex.com/v1/trades/'+coinMap[pair]+'?limit_trades=1000'
res = json.loads(requests.get(url).text)
if type(res)==type([]):
for item in res:
if last is None or int(item['tid']) > int(last[0]):
ts=item['timestamp']*1000
lst.append((item['tid'],pair,float(item['amount']),float(item['price']),item['type'],ts,exchange))
logger.debug(lst[-1])
if len(lst)>0:
cursor.executemany(INSERT_SQL,lst)
cursor.connection.commit()
logger.info('finish bitfinex:'+str(len(lst)))
except Exception as e:
logger.error(e)
def poloniex(cursor):
try:
exchange = 'poloniex'
coinMap={'BTC_ETH':'BTC_ETH','BTC_LTC':'BTC_LTC','BTC_USDT':'USDT_BTC'}
lst=[]
epoch = datetime.fromtimestamp(0)
for pair in COIN_PAIR_LIST:
if coinMap.has_key(pair):
cursor.execute(SELECT_SQL, (exchange,pair))
last = cursor.fetchone()
now = int(time.time())
fromP = str(now-100)
toP = str(now)
url='https://poloniex.com/public?command=returnTradeHistory¤cyPair='+coinMap[pair]+'&start='+fromP+'&end='+toP
res = requests.get(url).text
if res is not None:
for item in json.loads(res):
if last is None or item['globalTradeID'] > int(last[0]):
ts=int(((datetime.strptime(item['date'], "%Y-%m-%d %H:%M:%S")-epoch).total_seconds()-5*3600)*1000)
lst.append((item['globalTradeID'],pair,float(item['amount']),float(item['rate']),item['type'],ts,exchange))
logger.debug(lst[-1])
if len(lst)>0:
cursor.executemany(INSERT_SQL,lst)
cursor.connection.commit()
logger.info('finish poloniex:'+str(len(lst)))
except Exception as e:
logger.error(e)
def cronTask():
logger.info('enter task')
dbFile = 'trades_'+datetime.now().strftime("%Y-%m-%d")+'.db'
conn = sqlite3.connect(dbFile)
cursor = conn.cursor()
cursor.execute(CREATE_SQL)
OKEXTask(cursor)
bittrexTask(cursor)
bitfinexTask(cursor)
poloniex(cursor)
conn.close()
regex = re.compile('trades_.*.db')
files = sorted(filter(regex.match,os.listdir('.')),reverse=True)
if len(files) >1 and os.environ.has_key('access_key'):
access_key = os.environ['access_key']
secret_key = os.environ['secret_key']
q = Auth(access_key, secret_key)
bucket_name = 'stock'
for item in files[1:]:
token = q.upload_token(bucket_name, item, 60)
ret, info =put_file(token, item, item)
print info
if ret['hash'] == etag(item):
os.remove(item)
logger.info('leave task')
cronTask()
if __name__ == '__main__':
sched = Scheduler(standalone=True,misfire_grace_time=5)
sched.add_interval_job(cronTask , seconds=5,coalesce=True)
try:
sched.start()
except (KeyboardInterrupt, SystemExit):
pass