def main2(**kwargs):
output = kwargs['output']
mysqldest = kwargs['mysqldest']
mysql = kwargs['mysql']
mysqlschema = kwargs['mysqlschema']
instmts = kwargs['instmts']
exchtime = kwargs['exchtime']
Logger.init_log(output)
db_clients = []
is_database_defined = False
if mysql:
db_client = MysqlClient()
logon_credential = mysqldest.split('@')[0]
connection = mysqldest.split('@')[1]
db_client.connect(host=connection.split(':')[0],
port=int(connection.split(':')[1]),
user=logon_credential.split(':')[0],
pwd=logon_credential.split(':')[1],
schema=mysqlschema)
db_clients.append(db_client)
is_database_defined = True
if not is_database_defined:
print('Error: Please define which database is used.')
sys.exit(1)
# Subscription instruments
if instmts is None or len(instmts) == 0:
print(
'Error: Please define the instrument subscription list. You can refer to subscriptions.ini.'
)
sys.exit(1)
# Use exchange timestamp rather than local timestamp
if exchtime:
ExchangeGateway.is_local_timestamp = False
# Initialize subscriptions
subscription_instmts = SubscriptionManager(instmts).get_subscriptions()
if len(subscription_instmts) == 0:
print(
'Error: No instrument is found in the subscription file. ' +
'Please check the file path and the content of the subscription file.'
)
sys.exit(1)
# Initialize snapshot destination
ExchangeGateway.init_snapshot_table(db_clients)
Logger.info('[main]', 'Subscription file = %s' % instmts)
log_str = 'Exchange/Instrument/InstrumentCode:\n'
for instmt in subscription_instmts:
log_str += '%s/%s/%s\n' % (instmt.exchange_name, instmt.instmt_name,
instmt.instmt_code)
Logger.info('[main]', log_str)
exch_gws = []
exch_gws.append(ExchGwBitfinex(db_clients))
threads = []
for exch in exch_gws:
for instmt in subscription_instmts:
if instmt.get_exchange_name() == exch.get_exchange_name():
Logger.info("[main]", "Starting instrument %s-%s..." % \
(instmt.get_exchange_name(), instmt.get_instmt_name()))
threads += exch.start(instmt)
Start the exchange gateway
:param instmt: Instrument
:return List of threads
"""
instmt.set_l2_depth(L2Depth(20))
instmt.set_prev_l2_depth(L2Depth(20))
instmt.set_order_book_table_name(self.get_order_book_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
instmt.set_trades_table_name(self.get_trades_table_name(instmt.get_exchange_name(),
instmt.get_instmt_name()))
instmt.set_order_book_id(self.get_order_book_init(instmt))
trade_id, last_exch_trade_id = self.get_trades_init(instmt)
instmt.set_trade_id(trade_id)
instmt.set_exch_trade_id(last_exch_trade_id)
return [self.api_socket.connect(self.api_socket.get_link(),
on_message_handler=partial(self.on_message_handler, instmt),
on_open_handler=partial(self.on_open_handler, instmt),
on_close_handler=partial(self.on_close_handler, instmt))]
if __name__ == '__main__':
exchange_name = 'Bitstamp'
instmt_name = 'BTCUSD'
instmt_code = ''
instmt = Instrument(exchange_name, instmt_name, instmt_code)
db_client = SqlClientTemplate()
Logger.init_log()
exch = ExchGwBitstamp(db_client)
td = exch.start(instmt)
'-dbpwd',
action='store',
dest='dbpwd',
help='Database password. Supported for database with connection')
parser.add_argument(
'-dbschema',
action='store',
dest='dbschema',
help='Database schema. Supported for database with connection')
parser.add_argument('-output',
action='store',
dest='output',
help='Verbose output file path')
args = parser.parse_args()
Logger.init_log(args.output)
if args.sqlite:
db_client = SqliteClient()
db_client.connect(path=args.dbpath)
elif args.mysql:
db_client = MysqlClient()
db_client.connect(host=args.dbaddr,
port=int(args.dbport),
user=args.dbuser,
pwd=args.dbpwd,
schema=args.dbschema)
elif args.csv:
if args.dbdir != '':
db_client = FileClient(dir=args.dbdir)
else:
def setUpClass(cls):
Logger.init_log()
cls.db_client = FileClient(dir=path)
cls.db_client.connect()
def main():
parser = argparse.ArgumentParser(description='Bitcoin exchange market data feed handler.')
parser.add_argument('-instmts', action='store', help='Instrument subscription file.', default='subscriptions.ini')
parser.add_argument('-exchtime', action='store_true', help='Use exchange timestamp.')
parser.add_argument('-kdb', action='store_true', help='Use Kdb+ as database.')
parser.add_argument('-csv', action='store_true', help='Use csv file as database.')
parser.add_argument('-sqlite', action='store_true', help='Use SQLite database.')
parser.add_argument('-mysql', action='store_true', help='Use MySQL.')
parser.add_argument('-zmq', action='store_true', help='Use zmq publisher.')
parser.add_argument('-mysqldest', action='store', dest='mysqldest',
help='MySQL destination. Formatted as <name:pwd@host:port>',
default='')
parser.add_argument('-mysqlschema', action='store', dest='mysqlschema',
help='MySQL schema.',
default='')
parser.add_argument('-kdbdest', action='store', dest='kdbdest',
help='Kdb+ destination. Formatted as <host:port>',
default='')
parser.add_argument('-zmqdest', action='store', dest='zmqdest',
help='Zmq destination. For example \"tcp://127.0.0.1:3306\"',
default='')
parser.add_argument('-sqlitepath', action='store', dest='sqlitepath',
help='SQLite database path',
default='')
parser.add_argument('-csvpath', action='store', dest='csvpath',
help='Csv file path',
default='')
parser.add_argument('-output', action='store', dest='output',
help='Verbose output file path')
args = parser.parse_args()
Logger.init_log(args.output)
db_clients = []
is_database_defined = False
if args.sqlite:
db_client = SqliteClient()
db_client.connect(path=args.sqlitepath)
db_clients.append(db_client)
is_database_defined = True
if args.mysql:
db_client = MysqlClient()
mysqldest = args.mysqldest
logon_credential = mysqldest.split('@')[0]
connection = mysqldest.split('@')[1]
db_client.connect(host=connection.split(':')[0],
port=int(connection.split(':')[1]),
user=logon_credential.split(':')[0],
pwd=logon_credential.split(':')[1],
schema=args.mysqlschema)
db_clients.append(db_client)
is_database_defined = True
if args.csv:
if args.csvpath != '':
db_client = FileClient(dir=args.csvpath)
else:
db_client = FileClient()
db_clients.append(db_client)
is_database_defined = True
if args.kdb:
db_client = KdbPlusClient()
db_client.connect(host=args.kdbdest.split(':')[0], port=int(args.kdbdest.split(':')[1]))
db_clients.append(db_client)
is_database_defined = True
if args.zmq:
db_client = ZmqClient()
db_client.connect(addr=args.zmqdest)
db_clients.append(db_client)
is_database_defined = True
if not is_database_defined:
print('Error: Please define which database is used.')
parser.print_help()
sys.exit(1)
# Subscription instruments
if args.instmts is None or len(args.instmts) == 0:
print('Error: Please define the instrument subscription list. You can refer to subscriptions.ini.')
parser.print_help()
sys.exit(1)
# Use exchange timestamp rather than local timestamp
if args.exchtime:
ExchangeGateway.is_local_timestamp = False
# Initialize subscriptions
subscription_instmts = SubscriptionManager(args.instmts).get_subscriptions()
if len(subscription_instmts) == 0:
print('Error: No instrument is found in the subscription file. ' +
'Please check the file path and the content of the subscription file.')
parser.print_help()
sys.exit(1)
# Initialize snapshot destination
ExchangeGateway.init_snapshot_table(db_clients)
ExchangeGateway.init_detail_snapshot_table(db_clients)
Logger.info('[main]', 'Subscription file = %s' % args.instmts)
log_str = 'Exchange/Instrument/InstrumentCode:\n'
for instmt in subscription_instmts:
log_str += '%s/%s/%s\n' % (instmt.exchange_name, instmt.instmt_name, instmt.instmt_code)
Logger.info('[main]', log_str)
exch_gws = []
##exch_gws.append(ExchGwBtccSpot(db_clients))
##exch_gws.append(ExchGwBtccFuture(db_clients))
##exch_gws.append(ExchGwBitmex(db_clients))
##exch_gws.append(ExchGwBitfinex(db_clients))
##exch_gws.append(ExchGwOkCoin(db_clients))
exch_gws.append(ExchGwKraken(db_clients))
exch_gws.append(ExchGwGdax(db_clients))
exch_gws.append(ExchGwBitstamp(db_clients))
exch_gws.append(ExchGwBitflyer(db_clients))
##exch_gws.append(ExchGwHuoBi(db_clients))
exch_gws.append(ExchGwCoincheck(db_clients))
exch_gws.append(ExchGwCoinOne(db_clients))
##exch_gws.append(ExchGwGatecoin(db_clients))
##exch_gws.append(ExchGwQuoine(db_clients))
##exch_gws.append(ExchGwPoloniex(db_clients))
exch_gws.append(ExchGwBittrex(db_clients))
##exch_gws.append(ExchGwYunbi(db_clients)) #
##exch_gws.append(ExchGwLiqui(db_clients)) #
##exch_gws.append(ExchGwBinance(db_clients)) #
exch_gws.append(ExchGwCryptopia(db_clients))
##exch_gws.append(ExchGwOkex(db_clients))
#exch_gws.append(ExchGwWex(db_clients)) # error
threads = []
for exch in exch_gws:
for instmt in subscription_instmts:
if instmt.get_exchange_name() == exch.get_exchange_name():
Logger.info("[main]", "Starting instrument %s-%s..." % \
(instmt.get_exchange_name(), instmt.get_instmt_name()))
threads += exch.start(instmt)
def setUpClass(cls):
Logger.init_log()
cls.db_client = FileClient(dir=path)
cls.db_client.connect()
# Delete a row from the table
self.db_client.delete(
table_name,
"k=2")
# Fetch the whole table
row = self.db_client.select(table=table_name)
self.assertEqual(len(row), 2)
self.assertEqual(row[0][0], 1)
self.assertEqual(row[0][1], "20161026")
self.assertEqual(row[0][2], "10:00:00.000000")
self.assertEqual(row[0][3], 'AbC')
self.assertEqual(row[0][4], 10.3)
self.assertEqual(row[1][0], 3)
self.assertEqual(row[1][1], "20161026")
self.assertEqual(row[1][2], "10:00:02.000000")
self.assertEqual(row[1][3], 'Efgh')
self.assertEqual(row[1][4], 10.5)
# Delete remaining rows from the table
self.db_client.delete(table_name)
# Fetch the whole table
row = self.db_client.select(table=table_name)
self.assertEqual(len(row), 0)
if __name__ == '__main__':
Logger.init_log()
unittest.main()
