def __init__(self, product_id: str, expiry: int):
assert(isinstance(product_id, str))
assert(isinstance(expiry, int))
self.gdax_price_client = GdaxPriceClient(ws_url=GDAX_WS_URL,
product_id=product_id,
expiry=expiry)
class GdaxPriceFeed(PriceFeed):
logger = logging.getLogger()
def __init__(self, product_id: str, expiry: int):
assert (isinstance(product_id, str))
assert (isinstance(expiry, int))
self.gdax_price_client = GdaxPriceClient(ws_url=GDAX_WS_URL,
product_id=product_id,
expiry=expiry)
def get_price(self) -> Price:
gdax_price = self.gdax_price_client.get_price()
if gdax_price:
return Price(buy_price=Wad.from_number(gdax_price),
sell_price=Wad.from_number(gdax_price))
else:
return Price(buy_price=None, sell_price=None)
def get_midpoint_price(self) -> Price:
gdax_midpoint_price = self.gdax_price_client.get_obook_price()
if gdax_midpoint_price:
return Price(buy_price=Wad.from_number(gdax_midpoint_price),
sell_price=Wad.from_number(gdax_midpoint_price))
else:
return Price(buy_price=None, sell_price=None)
def test_gdax_price_feed_client():
logging.basicConfig(format='%(asctime)-15s %(levelname)-8s %(message)s', level=logging.DEBUG)
logging.getLogger('urllib3.connectionpool').setLevel(logging.INFO)
logging.getLogger('requests.packages.urllib3.connectionpool').setLevel(logging.INFO)
price_client = GdaxPriceClient(GDAX_WS_URL, "ETH-USD", 120)
while True:
price = price_client.get_price()
logging.info(f"Current price is: {price}")
if price is not None:
break
time.sleep(1)