def _convert_detail_trades(tradelist):
# need to process the 'time' and 'type' keys on each trade.
# 'time': string like "01:28:35"
# 'type': buy/sell in chinese
now_localized = datetime.datetime.now(tz=pytz.timezone('Asia/Hong_Kong'))
for trade in tradelist:
if trade['type'] == u'\u4e70\u5165':
# buy
trade['type'] = True
elif trade['type'] == u'\u5356\u51fa':
# sell
trade['type'] = False
partial_dt = datetime.datetime.strptime(trade['time'], '%H:%M:%S')
time_localized = now_localized.replace(hour=partial_dt.hour,
minute=partial_dt.minute,
second=partial_dt.second,
microsecond=0)
trade['time'] = calendar.timegm(time_localized.utctimetuple())
#trade['time'] = _hktime_to_timestamp(trade['time'])
return simpleschema.remap(tradelist, [{
'time': 'timestamp',
'type': 'direction'
}])
def process(data):
new = data[_convert_pair(pair)]
return simpleschema.remap(
new, {
'buy': 'bid',
'sell': 'ask',
'updated': 'timestamp',
'vol': 'volume',
'vol_cur': 'basis_volume',
'avg': 'mid'
})
def orderchange(self, event):
change = event.data
if event.name == 'order_created':
kind = 'created'
elif event.name == 'order_deleted':
kind = 'deleted'
elif event.name == 'order_changed':
kind = 'changed'
else:
return
change['change'] = kind
change['order_type'] = 'ask' if bool(int(change['order_type'])) else 'bid'
return simpleschema.remap(change, {'datetime': 'timestamp', 'order_type': 'direction'})
def orderchange(self, event):
change = event.data
if event.name == 'order_created':
kind = 'created'
elif event.name == 'order_deleted':
kind = 'deleted'
elif event.name == 'order_changed':
kind = 'changed'
else:
return
change['change'] = kind
change['order_type'] = 'ask' if bool(int(
change['order_type'])) else 'bid'
return simpleschema.remap(change, {
'datetime': 'timestamp',
'order_type': 'direction'
})
def _convert_detail_trades(tradelist):
# need to process the 'time' and 'type' keys on each trade.
# 'time': string like "01:28:35"
# 'type': buy/sell in chinese
now_localized = datetime.datetime.now(tz=pytz.timezone("Asia/Hong_Kong"))
for trade in tradelist:
if trade["type"] == u"\u4e70\u5165":
# buy
trade["type"] = True
elif trade["type"] == u"\u5356\u51fa":
# sell
trade["type"] = False
partial_dt = datetime.datetime.strptime(trade["time"], "%H:%M:%S")
time_localized = now_localized.replace(
hour=partial_dt.hour, minute=partial_dt.minute, second=partial_dt.second, microsecond=0
)
trade["time"] = calendar.timegm(time_localized.utctimetuple())
# trade['time'] = _hktime_to_timestamp(trade['time'])
return simpleschema.remap(tradelist, [{"time": "timestamp", "type": "direction"}])
def process(data):
new = data[_convert_pair(pair)]
for trade in new:
trade['direction'] = bool(trade.pop('type') == 'bid')
return simpleschema.remap(new, [{'tid': 'id'}])
def process(data):
new = data[_convert_pair(pair)]
return simpleschema.remap(new, {'buy': 'bid', 'sell': 'ask', 'updated': 'timestamp',
'vol': 'volume', 'vol_cur': 'basis_volume', 'avg': 'mid'})
def process(data):
new = data[_convert_pair(pair)]
for trade in new:
trade['direction'] = bool(trade.pop('type') == 'bid')
return simpleschema.remap(new, [{'tid': 'id'}])
