def run(self) -> None:
"""
New process created to instantiate limit order books for
(1) Coinbase Pro, and
(2) Bitfinex.
Connections made to each exchange are made asynchronously thanks to asyncio.
:return: void
"""
coinbase, bitfinex = self.symbols
self.workers[coinbase] = CoinbaseClient(sym=coinbase)
self.workers[bitfinex] = BitfinexClient(sym=bitfinex)
self.workers[coinbase].start(), self.workers[bitfinex].start()
Timer(5.0,
self.timer_worker,
args=(
self.workers[coinbase],
self.workers[bitfinex],
)).start()
tasks = asyncio.gather(
*[self.workers[sym].subscribe() for sym in self.workers.keys()])
loop = asyncio.get_event_loop()
LOGGER.info('Recorder: Gathered %i tasks' % len(self.workers.keys()))
try:
loop.run_until_complete(tasks)
loop.close()
[self.workers[sym].join() for sym in self.workers.keys()]
LOGGER.info('Recorder: loop closed for %s and %s.' %
(coinbase, bitfinex))
except KeyboardInterrupt as e:
LOGGER.info("Recorder: Caught keyboard interrupt. \n%s" % e)
tasks.cancel()
loop.close()
[self.workers[sym].join() for sym in self.workers.keys()]
finally:
loop.close()
LOGGER.info('Recorder: Finally done for %s and %s.' %
(coinbase, bitfinex))
import asyncio
from data_recorder.bitfinex_connector.bitfinex_client import BitfinexClient
if __name__ == "__main__":
"""
This __main__ function is used for testing the
BitfinexClient class in isolation.
"""
symbols = ['tBTCUSD'] # 'tETHUSD', 'tLTCUSD']
print('Initializing...%s' % symbols)
loop = asyncio.get_event_loop()
p = dict()
for sym in symbols:
p[sym] = BitfinexClient(sym)
p[sym].start()
print('Started thread for %s' % sym)
tasks = asyncio.gather(*[(p[sym].subscribe()) for sym in symbols])
print('Gathered %i tasks' % len(symbols))
try:
loop.run_until_complete(tasks)
for sym in symbols:
p[sym].join()
print('Closing [%s]' % p[sym].name)
print('loop closed.')
except KeyboardInterrupt as e:
print("Caught keyboard interrupt. Canceling tasks...")