def translate(this, obj):
tick = market_tick()
tick.time = long(obj[0]) / 1000
tick.volume = float(obj[1])
tick.close = float(obj[2])
tick.high = float(obj[3])
tick.low = float(obj[4])
tick.open = float(obj[5])
tick.amount = 0.0
tick.count = 0.0
tick.timezone_offset = this.timezone_offset
tick.period = this.get_generic_period_name()
return tick
def translate_ws(this, obj):
tick = market_tick()
tick.time = long(obj['t'] / 1000)
tick.timezone_offset = this.timezone_offset
tick.open = float(obj['o'])
tick.close = float(obj['c'])
tick.low = float(obj['l'])
tick.high = float(obj['h'])
tick.amount = 0.0
tick.volume = float(obj['v'])
tick.count = float(obj['n'])
tick.period = this.get_generic_period_name(this.period)
return tick
def translate(this, ts, obj):
tick = market_tick()
tick.time = long(obj['id'])
tick.timezone_offset = this.timezone_offset
tick.open = float(obj['open'])
tick.close = float(obj['close'])
tick.low = float(obj['low'])
tick.high = float(obj['high'])
tick.amount = float(obj['vol'])
tick.volume = float(obj['amount'])
tick.count = float(obj['count'])
tick.period = this.get_generic_period_name(this.period)
return tick
def translate(this, obj):
tick = market_tick()
tick.time = long(obj["date"])
tick.timezone_offset = this.timezone_offset
tick.open = float(format(obj["open"], '.12f'))
tick.high = float(format(obj["high"], '.12f'))
tick.low = float(format(obj["low"], '.12f'))
tick.close = float(format(obj["close"], '.12f'))
tick.volume = float(format(obj["quoteVolume"], '.12f'))
tick.amount = float(format(obj["volume"], '.12f'))
tick.count = 0.0
tick.period = this.get_generic_period_name()
return tick
def translate_tick(this, obj):
tick = market_tick()
tick.time = long(obj[0])
tick.timezone_offset = this.timezone_offset
tick.open = float(obj[1])
tick.close = float(obj[2])
tick.high = float(obj[3])
tick.low = float(obj[4])
tick.amount = 0.0
tick.volume = float(obj[5])
tick.count = 0
tick.period = this.DEFAULT_PERIOD
return tick
def translate_ticks(this, objs):
ticks = []
for obj in objs:
tick = market_tick()
tick.market = obj['values'][0][1]
tick.symbol = obj['values'][0][2]
tick.time = long(obj['values'][0][0])
tick.high = float(obj['values'][0][3])
tick.low = float(obj['values'][0][4])
tick.open = float(obj['values'][0][5])
tick.close = float(obj['values'][0][6])
tick.volume = float(obj['values'][0][7])
ticks.append(tick)
this.logger.debug('k10 calc - Tick object generated from DB query: %s, %s, %s, %s, %s, %s, %s, %s', tick.time, tick.market, tick.symbol, tick.high, tick.low, tick.open, tick.close, tick.volume)
this.logger.debug('k10 calc - length of Tick object generated from DB query: %s', len(ticks))
return ticks
def translate_db(this, objs):
ticks = []
for obj in objs:
tick = market_tick()
tick.time = long(obj[0])
tick.market = obj[1]
tick.symbol = obj[2]
tick.high = float(obj[3])
tick.low = float(obj[4])
tick.open = float(obj[5])
tick.close = float(obj[6])
tick.volume = float(obj[7])
tick.period = obj[8]
tick.timezone_offset = obj[9]
# print('validation - market tick generated', tick.time, tick.market, tick.symbol, tick.high, tick.low, tick.open, tick.close, tick.volume, tick.period, tick.timezone_offset)
ticks.append(tick)
return ticks
def translate(this, objs):
ticks = []
for obj in objs:
tick = market_tick()
tick.time = long(obj[0])
tick.timezone_offset = this.timezone_offset
tick.open = float(obj[3])
tick.high = float(obj[2])
tick.low = float(obj[1])
tick.close = float(obj[4])
tick.volume = float(obj[5])
tick.amount = 0.0
tick.count = 0.0
tick.period = this.period
ticks.append(tick)
return ticks
def translate_rest(this, key, symbol):
if key == 'huobi':
url = "https://api.huobi.pro/market/history/kline?peroid=1min&size=60&symbol=%s" % (symbol)
rest = this.http_request_json(url, None)
if not rest or not rest.has_key('data'):
this.validation_logger.error('validation cannot get response from huobi (%s)' % symbol)
return None
ticks = []
for obj in rest['data']:
tick = market_tick()
tick.time = long(obj['id'])
tick.open = float(obj['open'])
tick.close = float(obj['close'])
tick.low = float(obj['low'])
tick.high = float(obj['high'])
tick.amount = float(obj['vol'])
tick.volume = float(obj['amount'])
tick.count = float(obj['count'])
ticks.append(tick)
return ticks
if key == 'binance':
url = "https://api.binance.com/api/v1/klines?symbol=%s&interval=1m&limit=60" % (symbol)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, list):
this.validation_logger.error('validation cannot get response from binance (%s)' % symbol)
return None
ticks = []
for obj in rest:
tick = market_tick()
tick.time = long(obj[0] / 1000)
tick.open = float(obj[1])
tick.close = float(obj[4])
tick.low = float(obj[3])
tick.high = float(obj[2])
tick.amount = float(obj[7])
tick.volume = float(obj[5])
tick.count = float(0)
ticks.append(tick)
return ticks
if key == 'gateio':
url = "http://data.gateio.io/api2/1/candlestick2/%s?group_sec=60&range_hour=1" % (symbol)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, dict):
this.validation_logger.error('validation cannot get response from gateio (%s)' % symbol)
return None
ticks = []
for obj in rest["data"]:
tick = market_tick()
tick.time = long(obj[0])/1000
tick.volume = float(obj[1])
tick.close = float(obj[2])
tick.high = float(obj[3])
tick.low = float(obj[4])
tick.open = float(obj[5])
tick.amount = 0.0
tick.count = 0.0
ticks.append(tick)
return ticks
if key == 'gdax':
start = (datetime.datetime.utcnow() - datetime.timedelta(minutes = 60)).strftime('%Y-%m-%dT%H:%MZ')
end = (datetime.datetime.utcnow()).strftime('%Y-%m-%dT%H:%MZ')
url = "https://api.gdax.com/products/%s/candles?start=%s&end=%s&granularity=60" % (symbol, start, end)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, list):
this.validation_logger.error('validation cannot get response from gdax (%s)' % symbol)
return None
ticks = []
for obj in rest:
tick = market_tick()
tick.time = long(obj[0])
tick.open = float(obj[3])
tick.high = float(obj[2])
tick.low = float(obj[1])
tick.close = float(obj[4])
tick.volume = float(obj[5])
tick.amount = 0.0
tick.count = 0.0
ticks.append(tick)
#print(tick.time,tick.high,tick.low,tick.open,tick.low,tick.volume,)
return ticks
if key == 'okcoin':
url = "https://www.okcoin.com/api/v1/kline.do?symbol=%s&type=1min&size=60" % (symbol)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, list):
this.validation_logger.error('validation cannot get response from okcoin (%s)' % symbol)
return None
ticks = []
for obj in rest:
tick = market_tick()
tick.time = long(obj[0] / 1000)
tick.open = float(obj[1])
tick.high = float(obj[2])
tick.low = float(obj[3])
tick.close = float(obj[4])
tick.volume = float(obj[5])
tick.amount = 0.0
tick.count = 0.0
ticks.append(tick)
return ticks
if key == 'okex':
url = "https://www.okex.com/api/v1/future_kline.do?symbol=%s&type=1min&contract_type=this_week&size=60" % (symbol)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, list):
this.validation_logger.error('validation cannot get response from okex (%s)' % symbol)
return None
ticks = []
for obj in rest:
tick = market_tick()
tick.time = long(obj[0] / 1000)
tick.timezone_offset = this.timezone_offset
tick.open = float(obj[1])
tick.high = float(obj[2])
tick.low = float(obj[3])
tick.close = float(obj[4])
tick.volume = float(obj[6])
tick.amount = float(obj[5])
tick.count = 0.0
ticks.append(tick)
return ticks
if key =='poloniex':
time_second = int(time.time())
time_second = time_second - time_second % 60 - 3600
url = "https://poloniex.com/public?command=returnChartData¤cyPair=%s&start=%s&period=300" % (symbol, time_second)
rest = this.http_request_json(url, None)
if not rest or not isinstance(rest, list):
this.validation_logger.error('validation cannot get response from poloniex (%s)' % symbol)
return None
ticks = []
for obj in rest:
tick = market_tick()
tick.time = long(obj["date"])
tick.open = float(format(obj["open"], '.12f'))
tick.high = float(format(obj["high"], '.12f'))
tick.low = float(format(obj["low"], '.12f'))
tick.close = float(format(obj["close"], '.12f'))
tick.volume = float(format(obj["quoteVolume"], '.12f'))
tick.amount = float(format(obj["volume"], '.12f'))
tick.count = 0.0
ticks.append(tick)
return ticks