def load(self):
print 'Loading data file', self.filename
if os.path.exists(self.filename):
self.scid = ScidFile()
self.scid.load(self.filename)
else:
self.scid = ScidFile.create(self.filename)
self.scid.seek(self.scid.length)
def load(self):
print 'Loading data file', self.filename
if os.path.exists(self.filename):
self.scid = ScidFile()
self.scid.load(self.filename)
else:
self.scid = ScidFile.create(self.filename)
self.scid.seek(self.scid.length)
class ScidHandler(object):
def __init__(self, symbol, datadir, volume_precision):
self.symbol = symbol
self.filename = os.path.join(datadir, "%s.scid" % symbol)
self.volume_precision = volume_precision
self.load()
def load(self):
print 'Loading data file', self.filename
if os.path.exists(self.filename):
self.scid = ScidFile()
self.scid.load(self.filename)
else:
self.scid = ScidFile.create(self.filename)
self.scid.seek(self.scid.length)
def ticker_update(self, data):
latest_id = int(data['id'])
price = float(data['price']) / 100000000
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
pickle.dump( latest_id, open(mpex_id_filename, "wb" ))
except Exception as e:
print str(e)
class ScidHandler(object):
def __init__(self, symbol, datadir, disable_history, volume_precision):
self.symbol = symbol
self.filename = os.path.join(datadir, "%s.scid" % symbol)
self.volume_precision = volume_precision
self.load()
if not disable_history:
try:
self.download_historical()
except Exception as e:
# We don't want to continue; if we receive new data from live feed,
# gap inside scid file won't be filled anymore, so we must wait
# until historical feed is available again
raise Exception("Historical download failed: %s, use -y to disable history" % str(e))
def load(self):
print 'Loading data file', self.filename
if os.path.exists(self.filename):
self.scid = ScidFile()
self.scid.load(self.filename)
else:
self.scid = ScidFile.create(self.filename)
self.scid.seek(self.scid.length)
def download_historical(self):
length = self.scid.length
if not length:
from_timestamp = 0
else:
self.scid.seek(self.scid.length-1)
rec = ScidRecord.from_struct(self.scid.readOne())
from_timestamp = int(time.mktime(rec.DateTime.timetuple())) + 1
print 'Downloading historical data'
self.scid.seek(self.scid.length)
for rec in bitcoincharts_history(self.symbol, from_timestamp, self.volume_precision, True):
self.scid.write(rec.to_struct())
self.scid.fp.flush()
def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
class ScidHandler(object):
def __init__(self, symbol, datadir, disable_history, volume_precision):
self.symbol = symbol
self.filename = os.path.join(datadir, "%s.scid" % symbol)
self.volume_precision = volume_precision
self.load()
if not disable_history:
try:
self.download_historical()
except Exception as e:
# We don't want to continue; if we receive new data from live feed,
# gap inside scid file won't be filled anymore, so we must wait
# until historical feed is available again
raise Exception("Historical download failed: %s, use -y to disable history" % str(e))
def load(self):
print 'Loading data file', self.filename
if os.path.exists(self.filename):
self.scid = ScidFile()
self.scid.load(self.filename)
else:
self.scid = ScidFile.create(self.filename)
self.scid.seek(self.scid.length)
def download_historical(self):
length = self.scid.length
if not length:
from_timestamp = 0
else:
self.scid.seek(self.scid.length-1)
rec = ScidRecord.from_struct(self.scid.readOne())
from_timestamp = int(time.mktime(rec.DateTime.timetuple())) + 1
print 'Downloading historical data'
self.scid.seek(self.scid.length)
for rec in bitcoincharts_history(self.symbol, from_timestamp, self.volume_precision, True):
self.scid.write(rec.to_struct())
self.scid.fp.flush()
def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
parser.add_option("-b", "--bootstrap", dest="bootstrap", default=None, metavar="FILE",
help="Bootstrap history from a .csv file")
(options, args) = parser.parse_args()
if options.bootstrap:
base_filename, _, _ = options.bootstrap.rpartition('.')
scid_filename = "%s.scid" % base_filename
if os.path.exists(scid_filename):
print "{} already exists, aborting bootstrap.".format(scid_filename)
sys.exit()
with open(options.bootstrap) as f:
data = f.read().split("\n")
scid = ScidFile.create(scid_filename)
for rec in scid_from_csv(data, base_filename, options.precision):
scid.write(rec.to_struct())
scid.fp.flush()
scid.close()
print "Bootstrap finished."
sys.exit()
if options.precision < 0 or options.precision > 8:
print "Precision must be between 0 and 8"
sys.exit()
# Symbols to watch
symbols = options.symbols.split(',')
scids = ScidLoader(options.datadir, options.disable_history, options.precision, options.length)
