def candels(self,pair,timeframe,section='hist',period={'months':-1},f_paras=None,start=None,end=None,
limit=100,sort=-1,return_url=False):
"""
curl "https://api.bitfinex.com/v2/candles/trade:TimeFrame:Symbol/Section"
"""
if pair[0]=='f':
base.check_empty(f_paras,'period cant be empty when requesting funding market data')
pair=pair+':'+f_paras
if section=='hist':
if not end:
end=base.get_currenttime_asstr()
end=int(base.str_toTimestamp(end)*1000)
if not start:
start=base.date_togapn(datetime.datetime.fromtimestamp(end/1000),dateformat="%Y%m%d %H:%M:%S",**period)
start=int(base.str_toTimestamp(start)*1000)
limit=min(int((end-start)/(int(timeframe[:-1])*1000*
(60 if timeframe[-1]=='m' else (60*60 if timeframe[-1]=='h' else 24*60*60)))),1000)
url=self.form_url(self.pathdict['KLINE'] % (timeframe,pair,section),
parameters={'start':start,'end':end,'limit':limit,'sort':sort},
version='v2')
if return_url:
return url
res=self.get_data(url)
# print(res)
return self.candels_format(res,pair)
def klines(self,pair,timeframe,period={'months':-1},
start=None,end=None,loop_gap=1):
end=base.get_currenttime_asstr() if not end else end
start=base.date_togapn(end,dateformat="%Y%m%d %H:%M:%S",**period) if start is None else start
start,end=[int(base.str_toTimestamp(x)) for x in [start,end]]
unit_val=int(re.findall('[0-9]+',timeframe)[0])
if timeframe[-1]=='m':
unit=60*unit_val
elif timeframe[-1]=='h':
unit=60*60*unit_val
elif timeframe[-1]=='D':
unit=60*60*24*unit_val
else:
unit=60*60*24*30*unit_val
gap=(end-start)/(int(timeframe[:-1])*1000*(60 if timeframe[-1]=='m' else (60*60 if timeframe[-1]=='h' else 24*60*60)))
klinedata=[]
while gap>0:
limit=min(1000,gap)
if limit<1:
return None
end=start+unit*limit*1000
klinedata.append(self.candels(pair,timeframe,start=start,end=end,limit=limit))
gap=gap-limit
start=start+unit*limit*1000
time.sleep(6)
if len(klinedata)==0:
return None
else:
return pd.concat(klinedata)
def deals(self,pair,start=None,end=None,period={'months':-1},loop_gap=2):
end=base.get_currenttime_asstr() if not end else end
start=base.date_togapn(end,dateformat="%Y%m%d %H:%M:%S",**period) if start is None else start
start,end=[int(base.str_toTimestamp(x)*1000) for x in [start,end]]
dealdata=[]
try:
while start<end:
dealdf=self.trades(pair,start=start,end=end,limit=1000)
dealdata.append(dealdf)
end=time.mktime(dealdf.index[0].timetuple())*1000
time.sleep(loop_gap)
except Exception:
return pd.concat(dealdata)
return pd.concat(dealdata) if dealdata else None
pair = 'xrp_usd'
#pais=['tBATUSD','tMNAUSD',
# 'tFUNUSD','tTNBUSD','tSPKUSD','tRCNUSD','tRLCUSD']
pairname = 'XRPUSD'
#'tBATUSD','tMNAUSD',
# 'tFUNUSD','tTNBUSD','tSPKUSD','tRCNUSD','tRLCUSD']
exchangename = 'okex'
#--抓取tf
timeframe = '1hour'
contract_type = 'quarter'
#--抓取时间段
#start,end='20180616','20180715'
start, end = '20180628', '20180925'
period = {'months': -3}
end_period = {}
#检查/计算时间
if not end:
end = base.get_currenttime_asstr()
if not start:
start = base.date_togapn(end, dateformat="%Y%m%d %H:%M:%S", **end_period)
selectfields = [
'time', 'pair', 'open', 'high', 'low', 'close', 'volume', 'pct_change'
]
#====数据库配置
usedb = 'data_okex'
collnam = 'KLINE' + timeframe