def on_message(self, ws, message):
try:
# log_function("Poloniex received! :)")
gc.collect()
responses = ast.literal_eval(message)
if len(responses) > 1:
for response in responses[2]:
if response[0] == 't':
trade_id = response[1]
unix_time = int(response[5])
price = float(response[3])
size_volume = float(
response[4]) if response[2] else -float(
response[4])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
log_function("Poloniex error! :(")
log_function(str(e))
def on_message(self, ws, message):
try:
gc.collect()
response = json.loads(message)
# log_function("Hitbtc received! :)")
if 'method' in response and 'updateTrades' in response["method"]:
trade_id = response["params"]["data"][0]["id"]
unix_time = int(
calendar.timegm(
datetime.strptime(
response["params"]["data"][0]["timestamp"][:19],
"%Y-%m-%dT%X").timetuple()))
price = float(response["params"]["data"][0]["price"])
size_volume = float(
response["params"]["data"][0]["quantity"]) if response[
"params"]["data"][0]["side"] == 'buy' else -float(
response["params"]["data"][0]["quantity"])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
log_function("Hitbtc error! :(")
log_function(str(e))
def bitstamp_message(self, *args, **kwargs):
try:
gc.collect()
response = ast.literal_eval(args[0])
#log_function('Bitstamp received! :)')
trade_id = response['id']
unix_time = int(response['timestamp'])
price = float(response['price'])
size_volume = float(
response['amount']) if not response['type'] else -float(
response['amount'])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
log_function("Bitstamp error! :(")
log_function(str(e))
def on_message(self, message):
try:
gc.collect()
if 'product_id' in message and 'trade_id' in message and 'time' in message and 'price' in message and 'side' in message:
# log_function('Coinbase received! :)')
exchange = 'Coinbase'
pair = message['product_id'].replace('-', '')
trade_id = message['trade_id'] if 'trade_id' in message else "-"
unix_time = int(
time.mktime(
datetime.strptime(
message['time'],
"%Y-%m-%dT%H:%M:%S.%fZ").timetuple())) - 25200
price = float(message['price'])
size_volume = float(
message['last_size']
) if message['side'] == 'buy' else -float(message['last_size'])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=exchange,
pair=pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
log_function("Coinbase error! :(")
log_function(str(e))
def on_message(self, ws, message):
try:
gc.collect()
response = ast.literal_eval(
gzip.decompress(message).decode('utf-8'))
# log_function('Houbi received! :)')
if 'tick' in response:
for transaction in response["tick"]["data"]:
trade_id = transaction["id"]
unix_time = int(transaction["ts"] / 1000)
price = float(transaction["price"])
size_volume = float(
transaction["amount"]
) if transaction['direction'] == 'buy' else -float(
transaction["amount"])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
log_function("Huobi error! :(")
log_function(str(e))
def run(self):
"""
Kraken does not have socket so Rest is implemented.
"""
trade_id = '-'
kraken_start = krakenex.API()
while True:
gc.collect()
try:
responses = kraken_start.query_public(
'Trades', {"pair": CRYPTO_SYMBOLS['kraken'][self.pair]})
# log_function("Kreken received! :)")
unix_time_s = responses['result']['last'][:10]
unix_time_ms = responses['result']['last'][10:]
unix_time_set = (unix_time_s, unix_time_ms)
self.unix_time_g_kraken = round(float('.'.join(unix_time_set)),
4)
for response in responses['result'][
CRYPTO_SYMBOLS['kraken_sub'][self.pair]]:
res_time = round(float(response[2]), 4)
if res_time > self.unix_time_kraken:
unix_time = int(response[2])
price = float(response[0])
size_volume = float(
response[1]) if response[3] == 'b' else -float(
response[1])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
self.unix_time_kraken = self.unix_time_g_kraken
time.sleep(45)
except Exception as e:
log_function("Kraken error! :(")
log_function(str(e))
time.sleep(45)
def on_message(self, ws, message):
try:
gc.collect()
response = ast.literal_eval(message)
if 'eventId' in response and 'timestamp' in response and 'events' in response:
# log_function('Gemini received! :)')
trade_id = response['eventId']
unix_time = int(response['timestamp'])
price = float(response['events'][0]['price'])
size_volume = float(response['events'][0]['amount']) if response['events'][0][
'makerSide'] == 'ask' else -float(
response['events'][0]['amount'])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor, self.cnx, exchange=self.exchange, pair=self.pair, trade_id=trade_id,
unix_time=unix_time, price=price, size_volume=size_volume, created_at=created_at, vwap=vwap)
except Exception as e:
log_function("Gemini error! :(")
log_function(str(e))
def on_message(self, ws, message):
try:
gc.collect()
# log_function('Binance received! :)')
response = json.loads(message)
response = response['data']
pair = "BCHUSD" if str(response['s'])[:-1] == "BCCUSD" else str(response['s'])[:-1]
if pair == "BCCUSD":
pair = "BCHUSD"
trade_id = response['t']
unix_time = int(response['T'] / 1000)
price = float(response['p'])
size_volume = float(response['q']) if response['m'] else -float(response['q'])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor, self.cnx, exchange=self.exchange, pair=pair, trade_id=trade_id, unix_time=unix_time,
price=price, size_volume=size_volume, created_at=created_at, vwap=vwap)
except Exception as e:
log_function('Binance error! :(')
log_function(str(e))
def run(self):
unix_ms = 0
while True:
gc.collect()
try:
r = requests.get("{market}{pair}".format(
market=self.market,
pair=CRYPTO_SYMBOLS['kucoin'][self.pair])).json()
# log_function("Kucoin received! :)")
if 'data' in r:
for response in r['data']:
if response[0] > unix_ms:
trade_id = '-'
unix_time = int(response[0] / 1000)
price = float(response[2])
size_volume = float(
response[3]
) if response[1] == 'BUY' else -float(response[3])
created_at = datetime.utcnow()
vwap = price * abs(size_volume)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
unix_ms = response[0]
time.sleep(45)
except Exception as e:
self.cnx.reconnect(attempts=1, delay=0)
log_function("Kucoin error! :(")
log_function(str(e))
def run(self):
"""
hb - heart beat is returned when there is no action on market
te - message which mimics the current behavior, use it if speed is important to you
tu - message which will be delayed by 1-2 seconds and include the tradeId,
use if the tradeId is important to you
"""
while True:
gc.collect()
try:
# log_function('Bitfinex received! :)')
try:
tu_btc = self.ticker_btc.get()
if tu_btc[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_btc)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair_btc,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_eth = self.ticker_eth.get()
if tu_eth[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_eth)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair_eth,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_etc = self.ticker_etc.get()
if tu_etc[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_etc)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair_etc,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_ltc = self.ticker_ltc.get()
if tu_ltc[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_ltc)
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=self.pair_ltc,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_dsh = self.ticker_dsh.get()
if tu_dsh[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_dsh)
pair_dsh = 'DASHUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_dsh,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_bch = self.ticker_bch.get()
if tu_bch[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_bch)
pair_bch = 'BCHUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_bch,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_btg = self.ticker_btg.get()
if tu_btg[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_btg)
pair_btg = 'BTGUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_btg,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_eos = self.ticker_eos.get()
if tu_eos[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_eos)
pair_eos = 'EOSUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_eos,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_trx = self.ticker_trx.get()
if tu_trx[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_trx)
pair_trx = 'TRXUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_trx,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_xmr = self.ticker_xmr.get()
if tu_xmr[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_xmr)
pair_xmr = 'XMRUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_xmr,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_vet = self.ticker_vet.get()
if tu_vet[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_vet)
pair_vet = 'VETUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_vet,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_iot = self.ticker_iot.get()
if tu_iot[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_iot)
pair_iot = 'IOTAUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_iot,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_zec = self.ticker_zec.get()
if tu_zec[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_zec)
pair_zec = 'ZECUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_zec,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
try:
tu_neo = self.ticker_neo.get()
if tu_neo[0][0] == "tu":
trade_id, unix_time, price, size_volume, created_at, vwap = self._extract_data(
tu_neo)
pair_neo = 'NEOUSD'
write_db(self.cursor,
self.cnx,
exchange=self.exchange,
pair=pair_neo,
trade_id=trade_id,
unix_time=unix_time,
price=price,
size_volume=size_volume,
created_at=created_at,
vwap=vwap)
except Exception as e:
pass
except Exception as e:
log_function("Bitfinex error")
log_function(str(e))
