def add_syms(self,syms):
self.syms += syms
self.data_source.add_syms(syms)
for sym in syms:
self.windows[sym] = DataStructures.CircularQueue(50)
self.windows_open[sym] = DataStructures.CircularQueue(10)
self.holdings[sym] = 0
import sys
import DataStructures
crypto_symbols = ('BTC', 'ETH', 'LTC')
warning_tolerance = (10000, 400, 90)
tol_frac = .012
frequency = 2000
duration = 100
tol_dict = dict(zip(crypto_symbols, warning_tolerance))
sys.stdout.write("%s\n\n" % tol_dict)
url_dict = dict()
window_dict = dict()
for sym in crypto_symbols:
url_dict[sym] = 'https://api.gdax.com/products/%s-USD/ticker' % sym
window_dict[sym] = DataStructures.CircularQueue(60)
def main():
while True:
sys.stdout.write("%s " % datetime.datetime.now())
for sym in crypto_symbols:
url = url_dict[sym]
# Query CoinDesk Current price API
try:
response = requests.get(url).json()
price = round(float(response['bid']), 2)
window_dict[sym].push(price)
cur_mean = window_dict[sym].mean()
dev_frac = (price - cur_mean) / cur_mean
#if price < tol_dict[sym] or dev_frac > tol_frac or dev_frac < -tol_frac:
