class CandlePricingAPI(Oanda):
"""
API to get the current pricing
"""
def __init__(self, access_token, account_id, csv_path):
super().__init__(access_token, account_id)
self.csv_handler = CSVHandler(csv_path)
def get_candle_price(self):
url = BASE_API_URL + '/v3/accounts/' + \
self.account_id + '/candles/latest'
res = requests.get(url,
headers={'Authorization': 'Bearer ' +
self.access_token},
params={'candleSpecifications': 'EUR_USD:M1:B'})
if(res.status_code != 200):
# need to handle error
pass
data = json.loads(res.text)
row_data = data['latestCandles'][0]['candles'][-1]['bid'].values()
self.csv_handler.save_to_csv(row_data)
class StreamListener:
def __init__(self, lstm_model, csv_path):
self.counter = 0
self.csv_handler = CSVHandler(csv_path)
self.lstm_model = lstm_model
def on_data(self, data):
if(self.counter > MAX_RETRIEVE):
return False
else:
self.handle_data(data)
return True
def handle_data(self, data):
try:
price = data['bids'][0]['price']
time = data['time']
row_data = [time, price]
self.csv_handler.save_to_csv(row_data)
except Exception as e:
raise e
