def run(self):
self.init_db()
self.redis_client = Redis()
self.handler = MtGoxWebSocketAPI(
"ws://websocket.mtgox.com/mtgox?Currency=USD",
trade_handler=self.handle_trade,
ticker_handler=self.handle_ticker,
depth_handler=self.handle_depth,
)
print dir(self.handler)
print "attempting connect"
self.handler.connect()
class Collector:
def init_db(self):
print "init db"
engine = create_engine(DATABASE, echo=True)
db.Base.metadata.create_all(engine)
Session = sessionmaker(bind=engine)
self.db_session = Session()
def handle_trade(self, data, raw_data):
trade = db.MtGoxTrade(
type=data["type"],
date=datetime.fromtimestamp(data["date"]),
amount=data["amount"],
price=data["price"],
tid=data["tid"],
price_currency=data["price_currency"],
trade_type=data["trade_type"],
primary=data["primary"],
properties=data["properties"],
)
self.db_session.add(trade)
self.db_session.commit()
self.redis_client.publish("trades.mtgox", raw_data)
def handle_ticker(self, data, raw_data):
market_state = db.MtGoxTicker(
timestamp=convert_mtgox_timestamp(data["now"]),
# FIXME needs to be timezone aware
time_received=datetime.utcnow(),
symbol=data["high"]["currency"],
high=data["high"]["value"],
low=data["low"]["value"],
avg=data["avg"]["value"],
vwap=data["vwap"]["value"],
vol=data["vol"]["value"],
last_local=data["last_local"]["value"],
last_orig=data["last_orig"]["value"],
last_all=data["last_all"]["value"],
last=data["last"]["value"],
buy=data["buy"]["value"],
sell=data["sell"]["value"],
item=data["item"],
)
self.db_session.add(market_state)
self.db_session.commit()
self.redis_client.publish("ticker.mtgox", raw_data)
def handle_depth(self, data, raw_data):
depth = db.MtGoxDepth(
type=data["type"],
type_str=data["type_str"],
price=data["price"],
volume=data["volume"],
currency=data["currency"],
timestamp=convert_mtgox_timestamp(data["now"]),
)
self.db_session.add(depth)
self.db_session.commit()
self.redis_client.publish("depth.mtgox", raw_data)
def run(self):
self.init_db()
self.redis_client = Redis()
self.handler = MtGoxWebSocketAPI(
"ws://websocket.mtgox.com/mtgox?Currency=USD",
trade_handler=self.handle_trade,
ticker_handler=self.handle_ticker,
depth_handler=self.handle_depth,
)
print dir(self.handler)
print "attempting connect"
self.handler.connect()
