def _serializeCandle(self, candle, period):
timestamp = int((candle[0] - datetime.datetime(1970, 1, 1)).total_seconds())
(p_open, p_open_frac) = utils.float_to_fixed(candle[1].open_price)
(p_high, p_high_frac) = utils.float_to_fixed(candle[1].max_price)
(p_low, p_low_frac) = utils.float_to_fixed(candle[1].min_price)
(p_close, p_close_frac) = utils.float_to_fixed(candle[1].close_price)
return struct.pack("<IQIIqiqiqiqiiI", 0x02, timestamp, 0, 0x01, p_open, p_open_frac, p_high, p_high_frac, p_low, p_low_frac, p_close, p_close_frac,
int(candle[1].volume), int(period))
def _serializeTick(self, tick):
timestamp = int((tick[0] - datetime.datetime(1970, 1, 1)).total_seconds())
(price_int, price_frac) = utils.float_to_fixed(tick[1].price)
return struct.pack("<IQIIqii", 0x01, timestamp, 0, 0x01, price_int, price_frac, int(tick[1].volume))
