def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, ExchGwApiGdaxTrades(), db_storages)
self.api_socket2 = ExchGwApiGdaxOrderBook()
def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, ExchGwApiLuno(), db_storages)
self.order_book = None
def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, ExchGwApiPoloniex(), db_storages)
def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, BinanceBroker(), db_storages)
def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, ExchGwKrakenRestfulApi(), db_storages)
def __init__(self, db_storages):
"""
Constructor
:param db_storage: Database storage
"""
ExchangeGateway.__init__(self, ExchGwBitmexWs(), db_storages)
def main():
parser = argparse.ArgumentParser(
description='Bitcoin exchange market data feed handler.')
parser.add_argument('-instmts',
action='store',
help='Instrument subscription file.',
default='subscriptions.ini')
parser.add_argument('-exchtime',
action='store_true',
help='Use exchange timestamp.')
parser.add_argument('-kdb',
action='store_true',
help='Use Kdb+ as database.')
parser.add_argument('-csv',
action='store_true',
help='Use csv file as database.')
parser.add_argument('-sqlite',
action='store_true',
help='Use SQLite database.')
parser.add_argument('-mysql', action='store_true', help='Use MySQL.')
parser.add_argument('-zmq', action='store_true', help='Use zmq publisher.')
parser.add_argument(
'-mysqldest',
action='store',
dest='mysqldest',
help='MySQL destination. Formatted as <name:pwd@host:port>',
default='')
parser.add_argument('-mysqlschema',
action='store',
dest='mysqlschema',
help='MySQL schema.',
default='')
parser.add_argument('-kdbdest',
action='store',
dest='kdbdest',
help='Kdb+ destination. Formatted as <host:port>',
default='')
parser.add_argument(
'-zmqdest',
action='store',
dest='zmqdest',
help='Zmq destination. For example \"tcp://127.0.0.1:3306\"',
default='')
parser.add_argument('-sqlitepath',
action='store',
dest='sqlitepath',
help='SQLite database path',
default='')
parser.add_argument('-csvpath',
action='store',
dest='csvpath',
help='Csv file path',
default='')
parser.add_argument('-output',
action='store',
dest='output',
help='Verbose output file path')
args = parser.parse_args()
Logger.init_log(args.output)
storages = []
is_database_defined = False
if args.sqlite:
storage = SqliteStorage()
storage.connect(path=args.sqlitepath)
storages.append(storage)
is_database_defined = True
if args.mysql:
storage = MysqlStorage()
mysqldest = args.mysqldest
logon_credential = mysqldest.split('@')[0]
connection = mysqldest.split('@')[1]
storage.connect(host=connection.split(':')[0],
port=int(connection.split(':')[1]),
user=logon_credential.split(':')[0],
pwd=logon_credential.split(':')[1],
schema=args.mysqlschema)
storages.append(storage)
is_database_defined = True
if args.csv:
if args.csvpath != '':
storage = FileStorage(dir=args.csvpath)
else:
storage = FileStorage()
storages.append(storage)
is_database_defined = True
if args.kdb:
storage = KdbPlusStorage()
storage.connect(host=args.kdbdest.split(':')[0],
port=int(args.kdbdest.split(':')[1]))
storages.append(storage)
is_database_defined = True
if args.zmq:
storage = ZmqStorage()
storage.connect(addr=args.zmqdest)
storages.append(storage)
is_database_defined = True
if not is_database_defined:
print('Error: Please define which database is used.')
parser.print_help()
sys.exit(1)
# Subscription instruments
if args.instmts is None or len(args.instmts) == 0:
print(
'Error: Please define the instrument subscription list. You can refer to subscriptions.ini.'
)
parser.print_help()
sys.exit(1)
# Use exchange timestamp rather than local timestamp
if args.exchtime:
ExchangeGateway.is_local_timestamp = False
# Initialize subscriptions
subscription_instmts = SubscriptionManager(
args.instmts).get_subscriptions()
if len(subscription_instmts) == 0:
print(
'Error: No instrument is found in the subscription file. ' +
'Please check the file path and the content of the subscription file.'
)
parser.print_help()
sys.exit(1)
# Initialize snapshot destination
ExchangeGateway.init_snapshot_table(storages)
Logger.info(__name__, 'Subscription file = %s' % args.instmts)
log_str = 'Exchange/Instrument/InstrumentCode:\n'
for instmt in subscription_instmts:
log_str += '%s/%s/%s\n' % (instmt.exchange_name, instmt.instmt_name,
instmt.instmt_code)
Logger.info(__name__, log_str)
gateways = []
# gateways.append(ExchGwBtccSpot(storages))
# gateways.append(ExchGwBtccFuture(storages))
# gateways.append(ExchGwBitmex(storages))
# gateways.append(ExchGwBitfinex(storages))
# gateways.append(ExchGwOkCoin(storages))
# gateways.append(ExchGwKraken(storages))
# gateways.append(ExchGwGdax(storages))
gateways.append(BitstampGateway(storages))
# gateways.append(ExchGwGatecoin(storages))
# gateways.append(ExchGwQuoine(storages))
# gateways.append(ExchGwPoloniex(storages))
# gateways.append(ExchGwBittrex(storages))
# gateways.append(ExchGwYunbi(storages))
# gateways.append(ExchGwLiqui(storages))
gateways.append(BinanceGateway(storages))
# gateways.append(ExchGwCryptopia(storages))
threads = []
for item in gateways:
for instmt in subscription_instmts:
if instmt.get_exchange_name() == item.get_exchange_name():
Logger.info(__name__, "Starting instrument %s-%s..." % \
(instmt.get_exchange_name(), instmt.get_instmt_name()))
threads += item.start(instmt)