def _process_ticker(self, coin):
try:
now = self.__context.get_now()
value = self.__context.requests_get(self.__endpoint + '/api/v1/ticker?coin=' + coin)
if value is None:
return
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = coin
ticker.tk_time = now
ticker.tk_ask = value.get('sell')
ticker.tk_bid = value.get('buy')
ticker.tk_ltp = value.get('last')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', coin, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', coin, type(e), e.args)
def _process_ticker(self, pair):
try:
now = self.__context.get_now()
response = self.__context.requests_get(
'https://public.bitbank.cc/%s/ticker' % pair)
if response is None:
return
if response.get('success', 1) != 1:
raise Exception(str(response))
data = response.get('data', {})
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = pair
ticker.tk_time = now
ticker.tk_ask = data.get('sell')
ticker.tk_bid = data.get('buy')
ticker.tk_ltp = data.get('last')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', pair, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', pair, type(e),
e.args)
def _process_ticker(self, code):
try:
response = self.__context.requests_get(self.__endpoint +
'/v1/pubticker/' + code)
if response is None:
return
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = self.__context.parse_iso_timestamp(
response.get('timestamp'))
ticker.tk_ask = response.get('ask')
ticker.tk_bid = response.get('bid')
ticker.tk_ltp = response.get('last_price')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', code, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', code, type(e),
e.args)
def _process_ticker(self, code):
try:
now = self.__context.get_now()
response = self.__context.requests_get(self.__endpoint + '/api/1/ticker/' + code)
if response is None:
return
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = now
ticker.tk_ask = response.get('ask')
ticker.tk_bid = response.get('bid')
ticker.tk_ltp = response.get('last')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', code, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', code, type(e), e.args)
def _process_ticker(self, symbol):
try:
now = self.__context.get_now()
value = self.__context.requests_get(
self.__endpoint + '/market/detail/merged?symbol=' + symbol)
if value is None or "tick" not in value:
return
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = symbol
ticker.tk_time = self.__context.parse_iso_timestamp(
value.get('ts') / 1000.0)
ticker.tk_ask = value.get('tick').get('ask', [None])[0]
ticker.tk_bid = value.get('tick').get('bid', [None])[0]
ticker.tk_ltp = value.get('tick').get('close')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', symbol, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', symbol,
type(e), e.args)
def _process_ticker(self, now, code, products):
try:
for product in products if products is not None else []:
if code != product.get('currency_pair_code'):
continue
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = now
ticker.tk_ask = self._decimalize(product, 'market_ask')
ticker.tk_bid = self._decimalize(product, 'market_bid')
ticker.tk_ltp = self._decimalize(product, 'last_traded_price')
self.__context.save_tickers([ticker])
self.__logger.debug('Ticker : %s - %s', code, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', code, type(e),
e.args)
def _process_ticker(self):
try:
now = self.__context.get_now()
response = self.__context.requests_get(
self.__endpoint + '/api/v1/instrument/activeAndIndices')
if response is None:
return
values = []
codes = self.__context.get_property(self._ID, 'codes',
'.BXBT').split(',')
references = self.__context.get_property(
self._ID, 'references',
'.BXBT,.BXBT30M,.ETHXBT30M,.BCHXBT30M').split(',')
for instrument in response:
code = instrument.get('symbol')
reference = instrument.get('referenceSymbol')
state = instrument.get('state')
multiplier = instrument.get('multiplier')
if (code is None or code not in codes) and (
reference is None or reference not in references
or state == 'Unlisted'):
continue
# Cache ticker symbols for transaction query.
if state != 'Unlisted':
self.__code_cache[code] = (now, multiplier)
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = self.__context.parse_iso_timestamp(
instrument.get('timestamp'))
ticker.tk_ask = instrument.get('askPrice')
ticker.tk_bid = instrument.get('bidPrice')
ticker.tk_ltp = instrument.get('lastPrice')
values.append(ticker)
self.__context.save_tickers(values)
for v in values:
self.__logger.debug('Ticker : %s', v)
except Exception as e:
self.__logger.warn('Ticker Failure : %s - %s', type(e), e.args)
def test__calculate_prices(self):
t1 = Ticker()
t1.tk_site = 's1'
t1.tk_code = 'c1'
t1.tk_ask = Decimal('1.5')
t1.tk_bid = Decimal('1.1')
t1.tk_ltp = Decimal('1.2')
t2 = Ticker()
t2.tk_site = 's1'
t2.tk_code = 'c2'
t2.tk_ask = None
t2.tk_bid = Decimal('1.1')
t2.tk_ltp = Decimal('1.2')
t3 = Ticker()
t3.tk_site = 's2'
t3.tk_code = 'c1'
t3.tk_ask = Decimal('1.5')
t3.tk_bid = Decimal(0)
t3.tk_ltp = Decimal('1.2')
t4 = Ticker()
t4.tk_site = 's3'
t4.tk_code = 'c3'
t4.tk_ask = Decimal('0.0')
t4.tk_bid = None
t4.tk_ltp = Decimal('1.2')
t5 = Ticker()
t5.tk_site = 's4'
t5.tk_code = 'c4'
t5.tk_ask = None
t5.tk_bid = None
t5.tk_ltp = Decimal('0.0')
dto = namedtuple('TickerDto', ('ticker', ))
prices = self.target._calculate_prices(
(dto(t1), dto(t2), dto(t3), dto(t4), dto(t5)))
self.assertEqual(Decimal('1.3'), prices['s1']['c1'])
self.assertEqual(Decimal('1.15'), prices['s1']['c2'])
self.assertEqual(Decimal('1.35'), prices['s2']['c1'])
self.assertEqual(Decimal('1.2'), prices['s3']['c3'])
self.assertIsNone(prices['s4']['c4'])
def test_Ticker(self):
value = Ticker()
self.assertEqual("{'table': 't_ticker', 'site': 'None', 'code': 'None', 'time': 'None', "
"'ask': 'None', 'bid': 'None', 'ltp': 'None'}", str(value))
value.tk_site = 'foo'
value.tk_code = 'bar'
value.tk_time = datetime.fromtimestamp(1234567890.123456, tz=utc)
value.tk_ask = Decimal('1.2')
value.tk_bid = Decimal('2.3')
value.tk_ltp = Decimal('3.4')
self.assertEqual("{'table': 't_ticker', 'site': 'foo', 'code': 'bar', "
"'time': '2009-02-13 23:31:30.123456 UTC', "
"'ask': '1.2', 'bid': '2.3', 'ltp': '3.4'}", str(value))
def _process_ticker(self, code):
try:
special_quotation = self._fetch_special_quotation(code)
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
if special_quotation is not None:
ticker.tk_time = self._parse_expiry(code)
ticker.tk_ask = None
ticker.tk_bid = None
ticker.tk_ltp = special_quotation
else:
json = self.__context.requests_get(self.__endpoint + '/v1/ticker?product_code=' + code)
if json is None:
return
ticker.tk_time = self.__context.parse_iso_timestamp(json.get('timestamp'))
ticker.tk_ask = json.get('best_ask')
ticker.tk_bid = json.get('best_bid')
ticker.tk_ltp = json.get('ltp')
self.__context.save_tickers([ticker] if ticker.tk_time is not None else [])
self.__logger.debug('Ticker : %s - %s', code, ticker)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', code, type(e), e.args)
def _process_ticker(self):
try:
now = self.__context.get_now()
trades = self.__context.requests_get(self.__endpoint +
'/api/v3/ticker/price')
quotes = self.__context.requests_get(self.__endpoint +
'/api/v3/ticker/bookTicker')
if trades is None and quotes is None:
return
values = []
codes = self.__context.get_property(
self._ID, 'codes', 'BTCUSDT,ETHBTC,BCCBTC').split(',')
for code in codes:
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = now
for trade in trades if trades is not None else []:
if code == trade.get('symbol'):
ticker.tk_ltp = trade.get('price')
break
for quote in quotes if quotes is not None else []:
if code == quote.get('symbol'):
ticker.tk_ask = quote.get('askPrice')
ticker.tk_bid = quote.get('bidPrice')
break
values.append(ticker)
self.__context.save_tickers(values)
for v in values:
self.__logger.debug('Ticker : %s', v)
except Exception as e:
self.__logger.warn('Ticker Failure : %s - %s', type(e), e.args)
def _process_ticker(self):
try:
now = self.__context.get_now()
response = self.__context.requests_get(
self.__endpoint + '/public?command=returnTicker')
if response is None:
return
values = []
codes = self.__context.get_property(
self._ID, 'codes', 'USDT_BTC,BTC_BCH,BTC_ETH').split(',')
for code in codes:
value = response.get(code)
if value is None:
continue
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = now
ticker.tk_ask = value.get('lowestAsk')
ticker.tk_bid = value.get('highestBid')
ticker.tk_ltp = value.get('last')
values.append(ticker)
self.__context.save_tickers(values)
for v in values:
self.__logger.debug('Ticker : %s', v)
except Exception as e:
self.__logger.warn('Ticker Failure : %s - %s', type(e), e.args)
def _process_ticker(self):
try:
ticks = self.__context.requests_get(self.__endpoint + '/api/v1/market/allTickers')
if ticks is None or ticks.get('code') != '200000':
raise Exception(str(ticks))
codes = self.__context.get_property(self._ID, 'codes', 'BTC-USDT,ETH-BTC').split(',')
data = ticks.get('data', {})
time = self.__context.parse_iso_timestamp(data.get('time') / 1000.0)
values = []
for tick in data.get('ticker', []):
if tick.get('symbol') not in codes:
continue
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = tick.get('symbol')
ticker.tk_time = time
ticker.tk_ask = tick.get('sell')
ticker.tk_bid = tick.get('buy')
ticker.tk_ltp = tick.get('last')
values.append(ticker)
self.__context.save_tickers(values)
for v in values:
self.__logger.debug('Ticker : %s', v)
except Exception as e:
self.__logger.warn('Ticker Failure : %s - %s', type(e), e.args)
def _process_ticker(self, code):
try:
with self.__lock:
now = self.__context.get_nonce(self._ID,
delta=timedelta(seconds=2))
response = self.__context.requests_get(
self.__endpoint + '/public/v1/ticker?symbol=' + code)
if response is None or response.get(
'status', None) != 0 or not isinstance(
response.get('data'), list):
raise Exception(str(response))
values = []
for data in response.get('data'):
if data.get('symbol') != code:
continue
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = code
ticker.tk_time = now
ticker.tk_ask = data.get('ask')
ticker.tk_bid = data.get('bid')
ticker.tk_ltp = data.get('last')
values.append(ticker)
self.__logger.debug('Ticker : %s - %s', code, ticker)
self.__context.save_tickers(values)
except Exception as e:
self.__logger.warn('Ticker Failure - %s : %s - %s', code, type(e),
e.args)
def _process_ticker(self):
try:
token = self.__context.get_property(self._ID, 'token', None)
if token is None:
return
pairs = self.__context.get_property(self._ID, 'pairs', 'USD_JPY')
response = self.__context.requests_get(
self.__endpoint + '/v1/prices?instruments=' + pairs,
headers={"Authorization": "Bearer " + token}
)
values = []
for price in response.get('prices', {}) if response is not None else []:
ticker = Ticker()
ticker.tk_site = self._ID
ticker.tk_code = price.get('instrument')
ticker.tk_time = self.__context.parse_iso_timestamp(price.get('time'))
ticker.tk_ask = price.get('ask')
ticker.tk_bid = price.get('bid')
ticker.tk_ltp = None
values.append(ticker)
self.__context.save_tickers(values)
for v in values:
self.__logger.debug('Ticker : %s', v)
except Exception as e:
self.__logger.warn('Ticker Failure : %s - %s', type(e), e.args)
