def request_candles(cls, request):
ticker = request.get("ticker")
exchange = Exchange.from_dict(ticker.get("exchange"))
if exchange is None: return [{}, ""]
try:
rawData = exchange.properties.fetch_ohlcv(ticker.get("symbol"),
timeframe="1m",
limit=3)
if len(rawData
) == 0 or rawData[-1][4] is None or rawData[0][1] is None:
return [{}, ""]
except:
return [{}, ""]
payload = {
"candles": [],
"title": ticker.get("name"),
"sourceText": "Data from {}".format(exchange.name),
"platform": "CCXT"
}
for e in rawData:
timestamp = e[0] / 1000
if ticker.get("isReversed"):
payload["candles"].append(
[timestamp, 1 / e[1], 1 / e[2], 1 / e[3], 1 / e[4]])
else:
payload["candles"].append([timestamp, e[1], e[2], e[3], e[4]])
return [payload, ""]
def _request_depth(cls, request, ticker):
exchange = Exchange.from_dict(ticker.get("exchange"))
preferences = request.get("preferences")
forceMode = {"id": "force", "value": "force"} in preferences
uploadMode = {"id": "upload", "value": "upload"} in preferences
if exchange is None: return [{}, ""]
try:
depthData = exchange.properties.fetch_order_book(ticker.get("symbol"))
bestBid = depthData["bids"][0]
bestAsk = depthData["asks"][0]
lastPrice = (bestBid[0] + bestAsk[0]) / 2
except:
return [{}, ""]
imageBuffer = BytesIO()
chartImage = Image.new("RGBA", (1600, 1200))
chartImage.paste(CCXT._generate_depth_image(depthData, bestBid, bestAsk, lastPrice))
chartImage = Image.alpha_composite(chartImage, CCXT.chartOverlay["normal"])
chartImage.save(imageBuffer, format="png")
imageData = b64encode(imageBuffer.getvalue())
imageBuffer.close()
# if uploadMode:
# bucket.blob("uploads/{}.png".format(int(time() * 1000))).upload_from_string(decodebytes(imageData))
payload = {
"data": imageData.decode(),
"platform": "CCXT"
}
return [payload, ""]
def _request_forex(cls, request, ticker):
exchange = Exchange.from_dict(ticker.get("exchange"))
try:
if exchange is not None: return [{}, ""]
rawData = get(
"https://cloud.iexapis.com/stable/fx/latest?symbols={}&token={}"
.format(ticker.get("id"), environ["IEXC_KEY"])).json()
if rawData is None or type(rawData) is not list or len(
rawData) == 0:
return [{}, ""]
except:
return [{}, ""]
price = rawData[0]["rate"]
if price is None: return [{}, ""]
if ticker.get("isReversed"): price = 1 / price
payload = {
"quotePrice": "{:,.5f} {}".format(price, ticker.get("quote")),
"title": ticker.get("name"),
"thumbnailUrl": static_storage.icon,
"messageColor": "deep purple",
"sourceText": "Data provided by IEX Cloud",
"platform": "IEXC",
"raw": {
"quotePrice": [price],
"timestamp": time()
}
}
return [payload, ""]
def _request_depth(cls, request, ticker):
exchange = Exchange.from_dict(ticker.get("exchange"))
preferences = request.get("preferences")
forceMode = {"id": "force", "value": "force"} in preferences
uploadMode = {"id": "upload", "value": "upload"} in preferences
try:
stock = Stock(ticker.get("symbol"), token=environ["IEXC_KEY"])
depthData = stock.get_book()[ticker.get("symbol")]
rawData = stock.get_quote().loc[ticker.get("symbol")]
if ticker.get("quote") is None and exchange is not None:
return [
{},
"Orderbook visualization for `{}` is not available on {}.".
format(ticker.get("name"), exchange.get("name"))
]
lastPrice = (depthData["bids"][0]["price"] +
depthData["asks"][0]["price"]) / 2
depthData = {
"bids": [[e.get("price"), e.get("size")]
for e in depthData["bids"]
if e.get("price") >= lastPrice * 0.75],
"asks": [[e.get("price"), e.get("size")]
for e in depthData["asks"]
if e.get("price") <= lastPrice * 1.25]
}
bestBid = depthData["bids"][0]
bestAsk = depthData["asks"][0]
except:
return [{}, ""]
imageBuffer = BytesIO()
chartImage = Image.new("RGBA", (1600, 1200))
chartImage.paste(
IEXC._generate_depth_image(depthData, bestBid, bestAsk, lastPrice))
chartImage = Image.alpha_composite(chartImage,
IEXC.chartOverlay["normal"])
chartImage.save(imageBuffer, format="png")
imageData = b64encode(imageBuffer.getvalue())
imageBuffer.close()
# if uploadMode:
# bucket.blob("uploads/{}.png".format(int(time() * 1000))).upload_from_string(decodebytes(imageData))
payload = {"data": imageData.decode(), "platform": "IEXC"}
return [payload, ""]
def request_candles(cls, request):
ticker = request.get("ticker")
exchange = Exchange.from_dict(ticker.get("exchange"))
try:
stock = Stock(ticker.get("id"), token=environ["IEXC_KEY"])
rawData = stock.get_intraday_prices(chartLast=3)
if len(rawData) == 0: return [{}, ""]
if ticker.get("quote") is None and exchange is not None: return [{}, "Price for `{}` is not available on {}.".format(ticker.get("name"), exchange.get("name"))]
except:
return [{}, ""]
payload = {
"candles": [],
"title": ticker.get("name"),
"sourceText": "Data provided by IEX Cloud",
"platform": "IEXC"
}
for index, e in rawData.iterrows():
parsedDatetime = None
try: parsedDatetime = datetime.strptime(index, "%Y-%m-%d %I:%M %p")
except: pass
try: parsedDatetime = datetime.strptime(index, "%Y-%m-%d %I %p")
except: pass
try: parsedDatetime = datetime.strptime(index, "%Y-%m-%d None")
except: pass
if parsedDatetime is None:
raise Exception("timestamp formatting mismatch: {}".format(index))
timestamp = timezone('US/Eastern').localize(parsedDatetime, is_dst=None).timestamp()
if ticker.get("isReversed"):
if "marketClose" in e:
payload["candles"].append([timestamp, 1 / e.marketOpen, 1 / e.marketHigh, 1 / e.marketLow, 1 / e.marketClose])
else:
payload["candles"].append([timestamp, 1 / e.open, 1 / e.high, 1 / e.low, 1 / e.close])
else:
if "marketClose" in e:
payload["candles"].append([timestamp, e.marketOpen, e.marketHigh, e.marketLow, e.marketClose])
else:
payload["candles"].append([timestamp, e.open, e.high, e.low, e.close])
return [payload, ""]
def _request_quote(cls, request, ticker):
exchange = Exchange.from_dict(ticker.get("exchange"))
if exchange is None: return [{}, ""]
tf, limitTimestamp, candleOffset = CCXT.get_highest_supported_timeframe(exchange.properties, datetime.now().astimezone(utc))
try:
rawData = exchange.properties.fetch_ohlcv(ticker.get("symbol"), timeframe=tf.lower(), since=limitTimestamp, limit=300)
if len(rawData) == 0 or rawData[-1][4] is None or rawData[0][1] is None: return [{}, ""]
except:
return [{}, ""]
price = [rawData[-1][4], rawData[0][1]] if len(rawData) < candleOffset else [rawData[-1][4], rawData[-candleOffset][1]]
if ticker.get("isReversed"): price = [1 / price[0], 1 / price[1]]
volume = None if price[0] is None else sum([candle[5] for candle in rawData if int(candle[0] / 1000) >= int(exchange.properties.milliseconds() / 1000) - 86400]) / (price[0] if exchange.id == "bitmex" else 1)
priceChange = 0 if tf == "1m" or price[1] == 0 else (price[0] / price[1]) * 100 - 100
coinThumbnail = static_storage.icon if ticker.get("image") is None else ticker.get("image")
base = "USD" if ticker.get("base") in AbstractProvider.stableCoinTickers else ticker.get("base")
quote = "USD" if ticker.get("quote") in AbstractProvider.stableCoinTickers else ticker.get("quote")
payload = {
"quotePrice": "{:,.10f}".format(price[0]).rstrip('0').rstrip('.') + " " + quote,
"quoteVolume": "{:,.4f}".format(volume).rstrip('0').rstrip('.') + " " + base,
"title": ticker.get("name"),
"change": "{:+.2f} %".format(priceChange),
"thumbnailUrl": coinThumbnail,
"messageColor": "amber" if priceChange == 0 else ("green" if priceChange > 0 else "red"),
"sourceText": "Data from {}".format(exchange.name),
"platform": CCXT.name,
"raw": {
"quotePrice": [price[0]] if tf == "1m" else price[:1],
"quoteVolume": [volume],
"timestamp": time()
}
}
if ticker.get("quote") == "BTC":
payload["quoteConvertedPrice"] = "≈ ${:,.6f}".format(price[0] * CoinGecko.lastBitcoinQuote)
payload["quoteConvertedVolume"] = "≈ ${:,.4f}".format(volume * CoinGecko.lastBitcoinQuote)
return [payload, ""]
def request_lld(cls, request):
ticker = request.get("ticker")
exchange = Exchange.from_dict(ticker.get("exchange"))
preferences = request.get("preferences")
action = [e.get("value") for e in preferences if e.get("id") == "lld"]
if len(action) == 0: return [{}, ""]
action = action[0]
if action == "funding":
if exchange.id in ["bitmex"]:
try: rawData = exchange.properties.public_get_instrument({"symbol": ticker.get("id")})[0]
except: return [{}, "Requested funding data for `{}` is not available.".format(ticker.get("name"))]
if rawData["fundingTimestamp"] is not None:
fundingDate = datetime.strptime(rawData["fundingTimestamp"], "%Y-%m-%dT%H:%M:00.000Z").replace(tzinfo=utc)
else:
fundingDate = datetime.now().replace(tzinfo=utc)
indicativeFundingTimestamp = datetime.timestamp(fundingDate) + 28800
indicativeFundingDate = datetime.utcfromtimestamp(indicativeFundingTimestamp).replace(tzinfo=utc)
deltaFunding = fundingDate - datetime.now().astimezone(utc)
deltaIndicative = indicativeFundingDate - datetime.now().astimezone(utc)
hours1, seconds1 = divmod(deltaFunding.days * 86400 + deltaFunding.seconds, 3600)
minutes1 = int(seconds1 / 60)
hoursFunding = "{:d} {} ".format(hours1, "hours" if hours1 > 1 else "hour") if hours1 > 0 else ""
minutesFunding = "{:d} {}".format(minutes1 if hours1 > 0 or minutes1 > 0 else seconds1, "{}".format("minute" if minutes1 == 1 else "minutes") if hours1 > 0 or minutes1 > 0 else ("second" if seconds1 == 1 else "seconds"))
deltaFundingText = "{}{}".format(hoursFunding, minutesFunding)
hours2, seconds2 = divmod(deltaIndicative.days * 86400 + deltaIndicative.seconds, 3600)
minutes2 = int(seconds2 / 60)
hoursIndicative = "{:d} {} ".format(hours2, "hours" if hours2 > 1 else "hour") if hours2 > 0 else ""
minutesIndicative = "{:d} {}".format(minutes2 if hours2 > 0 or minutes2 > 0 else seconds2, "{}".format("minute" if minutes2 == 1 else "minutes") if hours2 > 0 or minutes2 > 0 else ("second" if seconds2 == 1 else "seconds"))
deltaIndicativeText = "{}{}".format(hoursIndicative, minutesIndicative)
fundingRate = float(rawData["fundingRate"]) * 100
predictedFundingRate = float(rawData["indicativeFundingRate"]) * 100
averageFundingRate = (fundingRate + predictedFundingRate) / 2
coinThumbnail = static_storage.icon if ticker.get("image") is None else ticker.get("image")
payload = {
"quotePrice": "Funding Rate: {:+.4f} %".format(fundingRate),
"quoteConvertedPrice": "Predicted Rate: {:+.4f} % *(in {})*".format(predictedFundingRate, deltaIndicativeText),
"title": ticker.get("name"),
"change": "in {}".format(deltaFundingText),
"thumbnailUrl": coinThumbnail,
"messageColor": "yellow" if averageFundingRate == 0.01 else ("light green" if averageFundingRate < 0.01 else "deep orange"),
"sourceText": "Funding on {}".format(exchange.name),
"platform": CCXT.name,
"raw": {
"quotePrice": [fundingRate, predictedFundingRate],
"timestamp": time()
}
}
return [payload, ""]
return [{}, "Funding data is only available on BitMEX."]
elif action == "oi":
if exchange.id in ["bitmex"]:
try: rawData = exchange.properties.public_get_instrument({"symbol": ticker.get("id")})[0]
except: return [{}, "Requested open interest data for `{}` is not available.".format(ticker.get("name"))]
coinThumbnail = static_storage.icon if ticker.get("image") is None else ticker.get("image")
payload = {
"quotePrice": "Open interest: {:,.0f} contracts".format(float(rawData["openInterest"])),
"quoteConvertedPrice": "Open value: {:,.4f} XBT".format(float(rawData["openValue"]) / 100000000),
"title": ticker.get("name"),
"thumbnailUrl": coinThumbnail,
"messageColor": "deep purple",
"sourceText": "Open interest on {}".format(exchange.name),
"platform": CCXT.name,
"raw": {
"quotePrice": [float(rawData["openInterest"]), float(rawData["openValue"]) / 100000000],
"timestamp": time()
}
}
return [payload, ""]
return [{}, "Open interest and open value data is only available on BitMEX."]
elif action == "ls":
if exchange.id in ["bitfinex2"]:
try:
longs = exchange.properties.publicGetStats1KeySizeSymbolLongLast({"key": "pos.size", "size": "1m", "symbol": "t{}".format(ticker.get("id")), "side": "long", "section": "last"})
shorts = exchange.properties.publicGetStats1KeySizeSymbolShortLast({"key": "pos.size", "size": "1m", "symbol": "t{}".format(ticker.get("id")), "side": "long", "section": "last"})
ratio = longs[1] / (longs[1] + shorts[1]) * 100
except:
return [{}, ""]
coinThumbnail = static_storage.icon if ticker.get("image") is None else ticker.get("image")
payload = {
"quotePrice": "{:.1f} % longs / {:.1f} % shorts".format(ratio, 100 - ratio),
"title": ticker.get("name"),
"change": "in {}".format(deltaFundingText),
"thumbnailUrl": coinThumbnail,
"messageColor": "deep purple",
"sourceText": "Longs/shorts on {}".format(exchange.name),
"platform": CCXT.name,
"raw": {
"quotePrice": [longs[1], shorts[1]],
"timestamp": time()
}
}
return [payload, ""]
return [{}, "Longs and shorts data is only available on Bitfinex."]
elif action == "dom":
try: rawData = CoinGecko.connection.get_global()
except: return [{}, "Requested dominance data for `{}` is not available.".format(ticker.get("name"))]
if ticker.get("base").lower() not in rawData["market_cap_percentage"]: return [{}, "Dominance for {} does not exist.".format(ticker.get("base"))]
coinDominance = rawData["market_cap_percentage"][ticker.get("base").lower()]
coinThumbnail = static_storage.icon if ticker.get("image") is None else ticker.get("image")
payload = {
"quotePrice": "{} dominance: {:,.2f} %".format(ticker.get("base"), coinDominance),
"title": "Market Dominance",
"thumbnailUrl": coinThumbnail,
"messageColor": "deep purple",
"sourceText": "Market information from CoinGecko",
"platform": CCXT.name,
"raw": {
"quotePrice": [coinDominance],
"timestamp": time()
}
}
return [payload, ""]
else:
return [{}, ""]
def _request_stocks(cls, request, ticker):
exchange = Exchange.from_dict(ticker.get("exchange"))
try:
stock = Stock(ticker.get("symbol"), token=environ["IEXC_KEY"])
rawData = stock.get_quote().loc[ticker.get("symbol")]
if ticker.get("quote") is None and exchange is not None:
return [{}, "Price for `{}` is not available on {}.".format(
ticker.get("name"), exchange.get("name"))]
if rawData is None or (rawData["latestPrice"] is None
and rawData["delayedPrice"] is None):
return [{}, ""]
except:
return [{}, ""]
try:
coinThumbnail = stock.get_logo().loc[ticker.get("symbol")]["url"]
except:
coinThumbnail = static_storage.icon
latestPrice = rawData["delayedPrice"] if rawData[
"latestPrice"] is None else rawData["latestPrice"]
price = float(
latestPrice if "isUSMarketOpen" not in rawData
or rawData["isUSMarketOpen"] or "extendedPrice" not in rawData
or rawData["extendedPrice"] is None else rawData["extendedPrice"])
if ticker.get("isReversed"): price = 1 / price
priceChange = (
(1 / float(rawData["change"]) if ticker.get("isReversed")
and float(rawData["change"]) != 0 else float(rawData["change"])) /
price * 100
) if "change" in rawData and rawData["change"] is not None else 0
payload = {
"quotePrice":
"{:,.10f}".format(price).rstrip('0').rstrip('.') +
("" if ticker.get("isReversed") else
(" USD" if ticker.get("quote") is None else
(" " + ticker.get("quote")))),
"title":
ticker.get("name"),
"change":
"{:+.2f} %".format(priceChange),
"thumbnailUrl":
coinThumbnail,
"messageColor":
"amber" if priceChange == 0 else
("green" if priceChange > 0 else "red"),
"sourceText":
"Data provided by IEX Cloud",
"platform":
"IEXC",
"raw": {
"quotePrice": [price],
"timestamp": time()
}
}
if "latestVolume" in rawData:
volume = float(rawData["latestVolume"])
payload["quoteVolume"] = "{:,.4f}".format(volume).rstrip(
'0').rstrip('.') + " " + ticker.get("base")
payload["raw"]["quoteVolume"] = [volume]
return [payload, ""]