def readdepth():
filetoopen = raw_input("Enter the filename in the data/ directory to open: ")
with open(os.path.join(partialpath + filetoopen),'r') as f:
everything = f.readlines()
everything[0],everything[1] = everything[1],everything[0] #then by default its a history file
new = json.loads(everything[0])
newnew = common.floatify(new["data"])
for ba in newnew.keys():
print "-"*25,ba.upper(),"-"*25
highbid = newnew[ba][-1]['price']
lowask = newnew[ba][0]['price']
[earliesttime],[latesttime] = [[func(x[thing] for x in newnew[ba]) for thing in ['stamp']] for func in [min,max]]
newlist = []
for x in newnew[ba]:
if len(newlist) == 0:
avgcumthing = highbid if ba == 'bids' else lowask
else:
avgcumthing = sum(y['price'] for y in newlist) / len(newlist)
if math.sqrt((x['price'] - avgcumthing)**2) < x['price']/2:
newlist.append(x)
newnew[ba] = newlist
# vari = common.variance((x['price'] for x in newnew[ba]),avgcumthing)
# stddev = common.stddev(vari)
#rewritten with list comprehension somehow (see below)
vwapcum = sum(x['price']*x['amount'] for x in newnew[ba])
[lowestprice,lowestamount],[highestprice,highestamount],[totaleachprice,totaleachamount] = \
[[func(x[thing] for x in newnew[ba]) for thing in ['price','amount']] for func in [min,max,sum]]
print "Sum of all prices: $%f & Sum of all amounts: %f BTC" % (totaleachprice, totaleachamount)
avgprice = totaleachprice / len(newnew[ba])
avgamt = totaleachamount / len(newnew[ba])
print "Mean Price is $%f and Mean Amount is %f BTC" % (avgprice,avgamt)
vwap = vwapcum / totaleachamount
print "VWAP is: $", vwap
print "Highest Price: $%f & Lowest Price: $%f" % (highestprice,lowestprice)
print "Highest Amount: %f BTC & Lowest Amount: %f BTC" % (highestamount,lowestamount)
print "Earliest time is: %s" % (datetime.datetime.fromtimestamp(earliesttime/1E6))
print "Latest time is: %s" % (datetime.datetime.fromtimestamp(latesttime/1E6))
def readdepth():
filetoopen = raw_input("Enter the filename in the data/ directory to open: ")
with open(os.path.join(partialpath + filetoopen),'r') as f:
everything = f.readlines()
#everything[0],everything[1] = everything[1],everything[0]
new = json.loads(everything[0])
newnew = common.floatify(new["data"])
for ba in newnew.keys():
print "-"*25,ba.upper(),"-"*25
highbid = newnew[ba][-1]['price']
lowask = newnew[ba][0]['price']
[earliesttime],[latesttime] = [[func(x[thing] for x in newnew[ba]) for thing in ['stamp']] for func in [min,max]]
newlist = []
for x in newnew[ba]:
if len(newlist) == 0:
avgcumthing = highbid if ba == 'bids' else lowask
else:
avgcumthing = sum(y['price'] for y in newlist) / len(newlist)
if math.sqrt((x['price'] - avgcumthing)**2) < x['price']/2:
newlist.append(x)
newnew[ba] = newlist
# vari = common.variance((x['price'] for x in newnew[ba]),avgcumthing)
# stddev = common.stddev(vari)
#rewritten with list comprehension somehow
vwapcum = sum(x['price']*x['amount'] for x in newnew[ba])
[lowestprice,lowestamount],[highestprice,highestamount],[totaleachprice,totaleachamount] = \
[[func(x[thing] for x in newnew[ba]) for thing in ['price','amount']] for func in [min,max,sum]]
print "Sum of all prices: $%f & Sum of all amounts: %f BTC" % (totaleachprice, totaleachamount)
avgprice = totaleachprice / len(newnew[ba])
avgamt = totaleachamount / len(newnew[ba])
print "Mean Price is $%f and Mean Amount is %f BTC" % (avgprice,avgamt)
vwap = vwapcum / totaleachamount
print "VWAP is: $", vwap
print "Highest Price: $%f & Lowest Price: $%f" % (highestprice,lowestprice)
print "Highest Amount: %f BTC & Lowest Amount: %f BTC" % (highestamount,lowestamount)
print "Earliest time is: %s" % (datetime.datetime.fromtimestamp(earliesttime/1E6))
print "Latest time is: %s" % (datetime.datetime.fromtimestamp(latesttime/1E6))
def readhist24():
print "Enter the filename in the data/ directory to open: "
filetoopen = raw_input("Leave blank for default: ")
if not(filetoopen):
filetoopen = "mtgox_entiretrades.txt"
with open(os.path.join(partialpath + filetoopen),'r') as f:
everything = f.readlines()
everything[0],everything[1] = everything[1],everything[0] #then by default its a history file
new = json.loads(everything[0])
newnew = common.floatify(new["data"])
print "Do you want to enter a timeframe?(in secs): "
timeframe = raw_input("Leave blank for default: ")
if timeframe:
starttime = (newnew[-1]['tid']/1E6) - float(timeframe)
templist = []
for a in newnew:
if (a['tid']/1E6) > starttime:
templist.append(a)
newnew = templist
[earliesttime],[latesttime] = [[func(x[thing] for x in newnew) for thing in ['tid']] for func in [min,max]]
#rewritten with list comprehension somehow (see below)
vwapcum = sum(x['price']*x['amount'] for x in newnew)
[lowestprice,lowestamount],[highestprice,highestamount],[totaleachprice,totaleachamount] = \
[[func(x[thing] for x in newnew) for thing in ['price','amount']] for func in [min,max,sum]]
print "Sum of all prices: $%f & Sum of all amounts: %f BTC" % (totaleachprice, totaleachamount)
avgprice = totaleachprice / len(newnew)
avgamt = totaleachamount / len(newnew)
vari = common.variance((x['price'] for x in newnew),avgprice)
stddev = common.stddev(vari)
print "Mean Price is $%f and Mean Amount is %f BTC" % (avgprice,avgamt)
vwap = vwapcum / totaleachamount
print "VWAP is: $", vwap
print "Highest Price: $%f & Lowest Price: $%f" % (highestprice,lowestprice)
print "Highest Amount: %f BTC & Lowest Amount: %f BTC" % (highestamount,lowestamount)
print "Earliest time is: %s" % (datetime.datetime.fromtimestamp(earliesttime/1E6))
print "Latest time is: %s" % (datetime.datetime.fromtimestamp(latesttime/1E6))
def readhist24():
print "Enter the filename in the data/ directory to open: "
filetoopen = raw_input("Leave blank for default: ")
if not(filetoopen):
filetoopen = "mtgox_entiretrades.txt"
with open(os.path.join(partialpath + filetoopen),'r') as f:
everything = f.readlines()
everything[0],everything[1] = everything[1],everything[0]
new = json.loads(everything[0])
newnew = common.floatify(new["data"])
timeframe = raw_input("Press Enter to check the whole file, or just the last 'n' seconds: ")
if timeframe:
starttime = (newnew[-1]['tid']/1E6) - float(timeframe)
templist = []
for a in newnew:
if (a['tid']/1E6) > starttime:
templist.append(a)
newnew = templist
[earliesttime],[latesttime] = [[func(x[thing] for x in newnew) for thing in ['tid']] for func in [min,max]]
independently = common.prompt("Analyse volume independently as Buys vs. Sells?",True)
print "Earliest time is: %s" % (datetime.datetime.fromtimestamp(earliesttime/1E6))
print "Latest time is: %s" % (datetime.datetime.fromtimestamp(latesttime/1E6))
if independently:
word = ("BUYS:","SELLS:")
loopcount = 2
condition = ("bid","ask")
else:
word = ["ALL:"]
loopcount = 1
condition = ["bidask"]
for count in xrange(0,loopcount):
print "-"*40
print word[count]
print "-"*40
loopcondition = condition[count]
#rewritten with list comprehension somehow
[lowestprice,lowestamount],[highestprice,highestamount],[totaleachprice,totaleachamount] = \
[[func(x[thing] for x in newnew if x["trade_type"] in loopcondition) for thing in ['price','amount']] for func in [min,max,sum]]
tradecount = sum(1 for x in newnew if x["trade_type"] in loopcondition)
print "Sum of all prices: $%f & Sum of all amounts: %f BTC" % (totaleachprice, totaleachamount)
print "Highest Price: $%f & Lowest Price: $%f" % (highestprice,lowestprice)
avgprice = totaleachprice / tradecount
avgamt = totaleachamount / tradecount
print "Mean Price is $%f and Mean Amount is %f BTC" % (avgprice,avgamt)
vwapcum = sum(x['price']*x['amount'] for x in newnew if x["trade_type"] in loopcondition)
vwap = vwapcum / totaleachamount
print "VWAP is: $%f" % vwap
print "Highest Amount: %f BTC & Lowest Amount: %f BTC" % (highestamount,lowestamount)
dowhale = common.prompt("Analyse for large transactions?",True)
if dowhale:
howbig = raw_input("Enter how many BTC above which you want to search for: ")
print " List of Whale Transactions (bigger than %s BTC): " % howbig
print " ","-"*35
for x in newnew:
if x["trade_type"] in loopcondition:
if x['amount'] >= int(howbig):
time = datetime.datetime.fromtimestamp(x['tid']/1E6).strftime("%H:%M:%S")
print "%f BTC @ $%f, %s, %s" % (x['amount'],x['price'],x['properties'],time)
