def exchange_currency_table():
engine = engine_local()
sql = '''create table if not exists exchange_currency(
id int primary key auto_increment not null,
exchange varchar(20) not null,
date date not null,
name varchar(50) not null,
symbol varchar(20) not null )
'''
engine.execute(sql)
return
def coin_index_table():
engine = engine_local()
sql = '''create table if not exists coin_index(
id int not null primary key auto_increment,
`date` date not null unique ,
coin_index decimal(10,4) null,
coin_index_return decimal(10,4) null
)
'''
engine.execute(sql)
return
def depth_table():
engine = engine_local()
sql = ''' create table if not exists depth(
coin_id varchar(20) not null,
pair varchar(20) not null,
exchange varchar(20) not null,
date bigint not null,
ask1_p decimal(20,10) null,
ask2_p decimal(20,10) null,
ask3_p decimal(20,10) null,
ask4_p decimal(20,10) null,
ask5_p decimal(20,10) null,
ask6_p decimal(20,10) null,
ask7_p decimal(20,10) null,
ask8_p decimal(20,10) null,
ask9_p decimal(20,10) null,
ask10_p decimal(20,10) null,
ask1_v decimal(20,10) null,
ask2_v decimal(20,10) null,
ask3_v decimal(20,10) null,
ask4_v decimal(20,10) null,
ask5_v decimal(20,10) null,
ask6_v decimal(20,10) null,
ask7_v decimal(20,10) null,
ask8_v decimal(20,10) null,
ask9_v decimal(20,10) null,
ask10_v decimal(20,10) null,
bid1_p decimal(20,10) null,
bid2_p decimal(20,10) null,
bid3_p decimal(20,10) null,
bid4_p decimal(20,10) null,
bid5_p decimal(20,10) null,
bid6_p decimal(20,10) null,
bid7_p decimal(20,10) null,
bid8_p decimal(20,10) null,
bid9_p decimal(20,10) null,
bid10_p decimal(20,10) null,
bid1_v decimal(20,10) null,
bid2_v decimal(20,10) null,
bid3_v decimal(20,10) null,
bid4_v decimal(20,10) null,
bid5_v decimal(20,10) null,
bid6_v decimal(20,10) null,
bid7_v decimal(20,10) null,
bid8_v decimal(20,10) null,
bid9_v decimal(20,10) null,
bid10_v decimal(20,10) null,
primary key(pair,exchange,date));
'''
engine.execute(sql)
return
def bitfinex_kline_table():
engine = engine_local()
sql = '''create table if not exists kline_1m(
coin_id varchar(20) not null,
date datetime not null,
exchange varchar(20) not null,
open decimal(20,9) null,
close decimal(20,9) null,
high decimal(20,9) null,
low decimal(20,9) null,
vol decimal(20,4) null,
primary key(coin_id,date,exchange
)
'''
cur = engine.execute(sql)
return
#-*- coding:utf-8 -*-
import websocket
import json
import sys
import pandas as pd
import time
from database import engine_local
import requests
engine = engine_local()
re = requests.get('https://api.binance.com/api/v1/exchangeInfo')
data = re.json()['symbols']
pairs = []
for d in data:
pairs.append(d['symbol'])
pair_dict = {}
initial = {}
def on_open(self):
for p in pairs[0:1]:
self.send('{"stream":"bnbbtc@depth","data":"message"}')
#self.send("{'event':'addChannel','channel':'ok_sub_spot_abl_btc_ticker'}")
def on_message(self,message): #data decompress
message = json.loads(message)
print(message)
#-----------------------------------------------------------------------------------------
#k线数据存储
# print(pair_dict)
# if len(message) == 4: