def __init__(self, platform):
""" Initialize object.
"""
self._db_name = platform # Db name. => MongoDB db name.
self._collection = "kline" # Table name. => MongoDB collection name.
self._platform = platform
self._k_to_c = {} # Kline types cursor for db. e.g. {"BTC/USD": "kline_btc_usd"}
self._db = MongoDBBase(self._db_name, self._collection) # db instance
def __init__(self):
"""Initialize object."""
self._db = "order" # db name
self._collection = "order" # collection name
self._db = MongoDBBase(self._db, self._collection) # db instance
def __init__(self):
"""Initialize object."""
self._db = MongoDBBase(self.DB, self.COLLECTION) # db instance
class KLineData:
""" Save or fetch kline data via MongoDB.
Data struct:
{
"o": open, # Open price
"h": high, # Highest price
"l": low, # Lowest price
"c": close, # Close price
"t": timestamp # Millisecond timestamp
}
Attributes:
platform: Exchange platform name.
"""
def __init__(self, platform):
""" Initialize object.
"""
self._db_name = platform # Db name. => MongoDB db name.
self._collection = "kline" # Table name. => MongoDB collection name.
self._platform = platform
self._k_to_c = {
} # Kline types cursor for db. e.g. {"BTC/USD": "kline_btc_usd"}
self._db = MongoDBBase(self._db_name, self._collection) # db instance
async def create_new_kline(self, kline: Kline):
""" Insert kline data to db.
Args:
kline: kline object.
Returns:
kline_id: Kline id, it's a MongoDB document _id.
"""
cursor = self._get_kline_cursor_by_symbol(kline.symbol)
data = {
"o": kline.open,
"h": kline.high,
"l": kline.low,
"c": kline.close,
"v": kline.volume,
"t": kline.timestamp
}
#logger.info("create_new_kline ", data, caller=self)
kline_id = await self._db.insert(data, cursor=cursor)
return kline_id
async def get_kline_at_ts(self, symbol, ts=None):
""" Get a kline data, you can specific symbol and timestamp.
Args:
symbol: Symbol pair, e.g. ETH/BTC.
ts: Millisecond timestamp. If this param is None, ts will be specific current timestamp.
Returns:
result: kline data, dict format. If no any data in db, result is None.
"""
cursor = self._get_kline_cursor_by_symbol(symbol)
if ts:
spec = {"t": {"$lte": ts}}
else:
spec = {}
_sort = [("t", -1)]
result = await self._db.find_one(spec, sort=_sort, cursor=cursor)
return result
async def get_latest_kline_by_symbol(self, symbol):
""" Get latest kline data by symbol.
Args:
symbol: Symbol pair, e.g. ETH/BTC.
Returns:
result: kline data, dict format. If no any data in db, result is None.
"""
cursor = self._get_kline_cursor_by_symbol(symbol)
sort = [("create_time", -1)]
result = await self._db.find_one(sort=sort, cursor=cursor)
return result
async def get_kline_between_ts(self, symbol, start, end):
""" Get some kline data between two timestamps.
Args:
symbol: Symbol pair, e.g. ETH/BTC.
start: Millisecond timestamp, the start time you want to specific.
end: Millisecond timestamp, the end time you want to specific.
Returns:
result: kline data, list format. If no any data in db, result is a empty list.
"""
cursor = self._get_kline_cursor_by_symbol(symbol)
spec = {"t": {"$gte": start, "$lte": end}}
fields = {"create_time": 0, "update_time": 0}
_sort = [("t", 1)]
datas = await self._db.get_list(spec,
fields=fields,
sort=_sort,
cursor=cursor)
return datas
def _get_kline_cursor_by_symbol(self, symbol):
""" Get a cursor name by symbol, we will convert a symbol name to a collection name.
e.g. ETH/BTC => kline_eth_btc
Args:
symbol: Symbol pair, e.g. ETH/BTC.
Returns:
cursor: DB query cursor name.
"""
cursor = self._k_to_c.get(symbol)
if not cursor:
s = symbol.replace("/", "").replace("-", "")
collection = "kline_{}".format(s)
cursor = self._db.new_cursor(self._db_name, collection)
self._k_to_c[symbol] = cursor
return cursor
def __init__(self, collection, host=None, port=None, username=None, password=None, ):
self._db = 'robot_table'
self._collection = collection
self._db = MongoDBBase(self._db, self._collection, host=host, port=port,username=username, password=password)
