def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecent = self.mostRecentTransactionID
mostRecentPrice = self.mostRecentPrice
try:
for t in trades['recentTrades']:
tid = int(t['matchNumber'])
tvol = float(t['amount'])
d = datetime.datetime.strptime(t['timestamp'][:-2],
'%Y-%m-%dT%H:%M:%S.%f')
tdate = float(d.strftime('%s')) - time.timezone
if ((tid > self.mostRecentTransactionID)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecent):
mostRecent = tid
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error: buildData() failed with trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['bids']:
bprice = float(b[0])
bvol = float(b[1])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['asks']:
aprice = float(a[0])
avol = float(a[1])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecent != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecent != 0):
self.mostRecentTransactionID = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int(t['tid'])
tvol = float(t['amount'])
if ((tid > self.mostRecentTransactionID)
and (t['date'] > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentPrice = float(t['price'])
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
try:
maxbprice = max([float(b[0]) for b in book['bids']])
for b in book['bids']:
bprice = float(b[0])
bvol = float(b[1])
if ((maxbprice - bprice) < 700):
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
minaprice = min([float(a[0]) for a in book['asks']])
for a in book['asks']:
aprice = float(a[0])
avol = float(a[1])
if ((aprice - minaprice) < 700):
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentID != 0): # comes last as line above may fail
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.CNY_USD_rate
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecent = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tvol = float(t['size'])
tdate1 = t['timestamp']
tdate = strict_rfc3339.rfc3339_to_timestamp(tdate1)
if ((tdate > self.mostRecentTransaction)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tdate > mostRecent):
mostRecent = tdate
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error buildData trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book:
bprice = float(b['bidPrice'])
bvol = float(b['bidSize'])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book:
aprice = float(a['askPrice'])
avol = float(a['askSize'])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecent != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecent != 0):
self.mostRecentTransactionID = mostRecent
self.mostRecentTransaction = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades['transactions']:
tvol = float(t['quantity'])
tid = float(t['transactionId'])
tdate = float(t['transactionTime'])
if ((tid > self.mostRecentTransactionID)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error: buildData trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['bids']:
bprice = float(b['price'])
bvol = float(b['volume'])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['asks']:
aprice = float(a['price'])
avol = float(a['volume'])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentID != 0):
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.EUR_USD_rate
except Exception:
self.logger.write('error: buildData ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecent = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades['result']['XXBTZJPY']:
tvol = float ( t[1] )
tdate = float ( t[2] )
if ( ( tdate > self.mostRecentTransaction ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tdate > mostRecent ):
mostRecent = tdate
mostRecentPrice = float ( t[0] )
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
try:
maxbprice = max ( [ float(b[0]) for b in book['result']['XXBTZJPY']['bids'] ] )
for b in book['result']['XXBTZJPY']['bids']:
bprice = float ( b[0] )
bvol = float ( b[1] )
if ( (maxbprice-bprice) < 4000 ):
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
minaprice = min ( [ float(a[0]) for a in book['result']['XXBTZJPY']['asks'] ] )
for a in book['result']['XXBTZJPY']['asks']:
aprice = float ( a[0] )
avol = float ( a[1] )
if ( (aprice-minaprice) < 4000 ):
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
try:
if ( mostRecent != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecent != 0 ):
self.mostRecentTransactionID = trades['result']['last']
self.mostRecentTransaction = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.JPY_USD_rate
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecent = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades['result']['XXBTZGBP']:
tvol = float(t[1])
tdate = float(t[2])
if ((tdate > self.mostRecentTransaction)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tdate > mostRecent):
mostRecent = tdate
mostRecentPrice = float(t[0])
except Exception:
self.logger.write('error buildData trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['result']['XXBTZGBP']['bids']:
bprice = float(b[0])
bvol = float(b[1])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['result']['XXBTZGBP']['asks']:
aprice = float(a[0])
avol = float(a[1])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error buildData book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecent != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecent != 0):
self.mostRecentTransactionID = trades['result']['last']
self.mostRecentTransaction = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.GBP_USD_rate
except Exception:
self.logger.write('error buildData ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecent = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades['models']:
tvol = float(t['quantity'])
tdate = t['created_at']
if ((tdate > self.mostRecentTransaction)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tdate > mostRecent):
mostRecent = tdate
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error buildData trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['buy_price_levels']:
bprice = float(b[0])
bvol = float(b[1])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['sell_price_levels']:
aprice = float(a[0])
avol = float(a[1])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecent != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids['market_bid']
if (mostRecent != 0):
self.mostRecentTransactionID = mostRecent
self.mostRecentTransaction = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = aprice
ed.bid_value = bprice
ed.USD_conv_rate = self.JPY_USD_rate
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecent = self.mostRecentTransactionID
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int ( t['tid'] )
tvol = float ( t['amount'] )
if ( ( tid > self.mostRecentTransactionID ) and ( t['timestamp'] > self.epoch_ms ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecent ):
mostRecent = tid
mostRecentPrice = float ( t['price'] )
except Exception:
self.logger.write ( 'error: buildData() failed with trades\n' + str(traceback.format_exc()) )
return None
try:
maxbprice = max ( [ float(b[0]) for b in book['bids'] ] )
for b in book['bids']:
bprice = float ( b[0] )
bvol = float ( b[1] )
if ( (maxbprice-bprice) < 4000 ):
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
minaprice = min ( [ float(a[0]) for a in book['asks'] ] )
for a in book['asks']:
aprice = float ( a[0] )
avol = float ( a[1] )
if ( (aprice-minaprice) < 4000 ):
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error: buildData() failed with book\n' + str(traceback.format_exc()) )
return None
try:
if ( mostRecent != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecent != 0 ):
self.mostRecentTransactionID = mostRecent
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.KRW_USD_rate
except Exception:
self.logger.write ( 'error: buildData() failed with ticker\n' + str(traceback.format_exc()) )
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int(t['id'])
tvol = float(t['size'])
if (tid > self.mostRecentTransactionID):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error: buildData() failed with trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['bids']:
bprice = float(b['price'])
bvol = float(b['size'])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['asks']:
aprice = float(a['price'])
avol = float(a['size'])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bprice
if (mostRecentID != 0):
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = aprice
ed.bid_value = bprice
ed.USD_conv_rate = self.JPY_USD_rate
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int ( t['tid'] )
tvol = float ( t['amount'] )
tdate = float ( t['date'] )
if ( ( tid > self.mostRecentTransactionID ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecentID ):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float ( t['price'] )
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
try:
for b in book['bids']:
bprice = float ( b[0] )
bvol = float ( b[1] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['asks']:
aprice = float ( a[0] )
avol = float ( a[1] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
try:
if ( mostRecentID != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecentID != 0 ):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecentID = self.mostRecentTransactionID
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int ( t['tid'] )
tprice = float ( t['price'] )
tvol = tprice * float ( t['amount'] ) # amount is LTC, convert to BTC using price
tdate = float ( t['date'] )
if ( ( tid > self.mostRecentTransactionID ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecentID ):
mostRecentID = tid
mostRecentPrice = 1 / tprice # trade pair must be inverted ltcbtc -> btcltc
except Exception:
self.logger.write ( 'error buildData trades\n' + str(traceback.format_exc()) )
return None
try: # bids and asks are inverted
for b in book['asks']:
bprice = 1 / float ( b[0] ) # trade pair must be inverted ltcbtc -> btcltc
bvol = float ( b[0] ) * float ( b[1] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['bids']:
aprice = 1 / float ( a[0] ) # trade pair must be inverted ltcbtc -> btcltc
avol = float ( a[0] ) * float ( a[1] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error buildData book\n' + str(traceback.format_exc()) )
return None
try:
if ( mostRecentID != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecentID != 0 ):
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.LTC_USD_rate
except Exception:
self.logger.write ( 'error buildData ticker\n' + str(traceback.format_exc()) )
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentDate = self.mostRecentTransaction
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int(t['tid'])
tvol = float(t['amount'])
tdate = int(t['timestamp'])
if ((tdate > self.mostRecentTransaction)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tdate > mostRecentDate):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error buildData failed with trades\n' +
str(traceback.format_exc()))
return None
try:
for b in book['bids']:
bprice = float(b['price'])
bvol = float(b['amount'])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['asks']:
aprice = float(a['price'])
avol = float(a['amount'])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error buildData failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentID != 0):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write('error buildData failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int(t['tid'])
tvol = float(t['amount'])
tdate = float(t['date'])
if ((tid > self.mostRecentTransactionID)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float(t['price'])
except Exception:
self.logger.write('error: buildData() failed with trades\n' +
str(traceback.format_exc()))
return None
try:
bookbids = json.loads(book['cumulatedBids'])
maxbprice = max([float(b[0]) for b in bookbids])
for b in bookbids:
bprice = float(b[0])
bvol = float(b[1])
if ((maxbprice - bprice) < 700):
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
bookasks = json.loads(book['cumulatedAsks'])
minaprice = min([float(a[0]) for a in bookasks])
for a in bookasks:
aprice = float(a[0])
avol = float(a[1])
if ((aprice - minaprice) < 700):
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentID != 0):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
# 2016-08-10: tzoffset is used when timestamp key is not available
tzoffset = time.timezone
if time.daylight:
tzoffset = time.altzone
try:
for t in trades:
# 2016-08-10: tid key disappeared from API
tid = int ( t['tid'] )
#tid = int ( t['id'] )
tvol = float ( t['amount'] )
# 2016-08-10: timestamp key disappeared from API
tdate = float ( t['timestamp'] )
#d = datetime.datetime.strptime ( t['created_at'], '%Y-%m-%dT%H:%M:%SZ' )
#tdate = float ( d.strftime('%s') ) - tzoffset
if ( ( tid > self.mostRecentTransactionID ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecentID ):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float ( t['price'] )
except Exception:
self.logger.write ( 'error: buildData() failed with trades\n' + str(traceback.format_exc()) )
return None
try:
for b in book['bids']:
bprice = float ( b['price'] )
bvol = float ( b['amount'] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['asks']:
aprice = float ( a['price'] )
avol = float ( a['amount'] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error: buildData() failed with book\n' + str(traceback.format_exc()) )
return None
try:
if ( mostRecentID != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecentID != 0 ):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write ( 'error: buildData() failed with ticker\n' + str(traceback.format_exc()) )
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
tzoffset = time.timezone
if time.daylight:
tzoffset = time.altzone
try:
for t in trades:
tid = int(t['trade_id'])
tvol = float(t['size'])
try:
d = datetime.datetime.strptime(t['time'],
'%Y-%m-%dT%H:%M:%S.%fZ')
except:
d = datetime.datetime.strptime(t['time'],
'%Y-%m-%dT%H:%M:%SZ')
tdate = float(d.strftime('%s')) - tzoffset
if ((tid > self.mostRecentTransactionID)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float(t['price'])
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
#if ( self.book_fetch_full ):
# self.book = book
# self.book_fetch_full = False
#else:
# book = self.book
try:
for b in book['bids']:
bprice = float(b[0])
bvol = float(b[1])
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
for a in book['asks']:
aprice = float(a[0])
avol = float(a[1])
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
try:
if (mostRecentID != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentID != 0):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.EUR_USD_rate
except Exception as e:
self.logger.write('error buildData %s' % e)
return None
return ed
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecentID = self.mostRecentTransactionID
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int ( t['tid'] )
if ( 'ammount' in t ):
tvol = float ( t['ammount'] )
else:
tvol = float ( t['amount'] )
tdate = float ( t['date'] )
if ( ( tid > self.mostRecentTransactionID ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecentID ):
mostRecentID = tid
mostRecentPrice = float ( t['price'] )
except Exception:
self.logger.write ( 'error buildData trades\n' + str(traceback.format_exc()) )
return None
try:
bstr = 'bids'
astr = 'asks'
if ( float(book['bids'][0][0]) > float(book['asks'][0][0]) ):
bstr = 'asks'
astr = 'bids'
maxbprice = max ( [ float(b[0]) for b in book[bstr] ] )
for b in book[bstr]:
bprice = float ( b[0] )
bvol = float ( b[1] )
if ( (maxbprice-bprice) < 700 ):
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
minaprice = min ( [ float(a[0]) for a in book[astr] ] )
for a in book[astr]:
aprice = float ( a[0] )
avol = float ( a[1] )
if ( (aprice-minaprice) < 700 ):
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error buildData book\n' + str(traceback.format_exc()) )
return None
try:
if ( mostRecentID != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecentID != 0 ):
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
except Exception:
self.logger.write ( 'error buildData ticker\n' + str(traceback.format_exc()) )
return None
return ed
def buildData(self, book, trades, lag):
ed = coinwatcher.ExchangeData()
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
trades_list = []
tid_str = 'id'
try:
trades_list = trades['trades']
except:
# sometimes, we get data with a different format
trades_list = trades['orders']
tid_str = 'id'
try:
for t in trades_list:
tid = int(t[tid_str])
tvol = float(t['amount'])
tdate = float(t['date'])
if ((tid > self.mostRecentTransactionID)
and (tdate > self.epoch)):
ed.volume += tvol
ed.nb_trades += 1
if (tid > mostRecentID):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = float(t['price'])
except Exception:
print trades
self.logger.write('error: buildData() failed with trades\n' +
str(traceback.format_exc()))
return None
bids_list = []
asks_list = []
try:
bids_list = book['orderbook']['bids']
asks_list = book['orderbook']['asks']
except:
# sometimes, we get data with a different format
bids_list = book['bids']
asks_list = book['asks']
try:
maxbprice = max([float(b[0]) for b in bids_list])
for b in bids_list:
bprice = float(b[0])
bvol = float(b[1])
if ((maxbprice - bprice) < 700):
ed.bids.append([bprice, bvol])
ed.total_bid += bprice * bvol
ed.bids.sort(reverse=True)
minaprice = min([float(a[0]) for a in asks_list])
for a in asks_list:
aprice = float(a[0])
avol = float(a[1])
if ((aprice - minaprice) < 700):
ed.asks.append([aprice, avol])
ed.total_ask += avol
ed.asks.sort()
except Exception:
self.logger.write('error: buildData() failed with book\n' +
str(traceback.format_exc()))
return None
try:
if (mostRecentDate != 0):
self.mostRecentPrice = mostRecentPrice
if (self.mostRecentPrice == 0):
self.mostRecentPrice = ed.bids[0][0]
if (mostRecentDate != 0):
self.mostRecentTransactionID = mostRecentID
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.CAD_USD_rate
except Exception:
self.logger.write('error: buildData() failed with ticker\n' +
str(traceback.format_exc()))
return None
return ed
