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, history_length):
self.symbol = symbol
self.filename = os.path.join(datadir, "%s.scid" % symbol)
self.volume_precision = volume_precision
self.history_length = history_length
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, self.history_length, 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.fromtimestamp(float(data['timestamp']))
# Fixes corrupted structure provided by some exchanges
volume = 0 if volume < 0 else volume
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)
