def test_subscribing_to_data_works(self):
wss = BtfxWss(log_level=logging.DEBUG)
wss.start()
time.sleep(1)
wss.subscribe_to_ticker('BTCUSD')
wss.subscribe_to_candles('BTCUSD')
wss.subscribe_to_order_book('BTCUSD')
wss.subscribe_to_raw_order_book('BTCUSD')
wss.subscribe_to_trades('BTCUSD')
time.sleep(10)
try:
wss.tickers('BTCUSD').get(block=False)
except Empty:
self.fail("No ticker data arrived!")
try:
wss.candles('BTCUSD', '1m').get(block=False)
except Empty:
self.fail("No candles data arrived!")
except KeyError:
self.fail("No candles data arrived, key not found! %s" %
list(wss.queue_processor.candles.keys()))
try:
wss.books('BTCUSD').get(block=False)
except Empty:
self.fail("No book data arrived!")
try:
wss.raw_books('BTCUSD').get(block=False)
except Empty:
self.fail("No war book data arrived!")
try:
wss.trades('BTCUSD').get(block=False)
except Empty:
self.fail("No trades data arrived!")
wss.stop()
def test_subscribing_to_data_works(self):
wss = BtfxWss()
wss.start()
time.sleep(1)
wss.subscribe_to_ticker('BTCUSD')
wss.subscribe_to_candles('BTCUSD')
wss.subscribe_to_order_book('BTCUSD')
wss.subscribe_to_raw_order_book('BTCUSD')
wss.subscribe_to_trades('BTCUSD')
time.sleep(10)
try:
wss.tickers('BTCUSD').get(block=False)
except Empty:
self.fail("No ticker data arrived!")
try:
wss.candles('BTCUSD', '1m').get(block=False)
except Empty:
self.fail("No candles data arrived!")
try:
wss.books('BTCUSD').get(block=False)
except Empty:
self.fail("No book data arrived!")
try:
wss.raw_books('BTCUSD').get(block=False)
except Empty:
self.fail("No war book data arrived!")
try:
wss.trades('BTCUSD').get(block=False)
except Empty:
self.fail("No trades data arrived!")
wss.stop()
def get_candle_q(symbol):
"""
candle_format: ([[1515066900000, 3.1354, 3.1457, 3.1459, 3.1261, 41373.42748331]], 1515066939.756591)
([[candle_time, O, H, L, C]], timestamp)
"""
wss = BtfxWss()
wss.start()
while not wss.conn.connected.is_set():
time.sleep(1)
valid_candles = [
'1m', '5m', '15m', '30m', '1h', '3h', '6h', '12h', '1D', '7D', '14D',
'1M'
]
wss.subscribe_to_candles(symbol, '1m')
time.sleep(15)
candles_q = wss.candles(symbol, '1m')
return candles_q
def main(logger):
# Fetch available pairs & timeframes from DB
pairs_timeframes = Pair_Timeframe.objects.all()
if pairs_timeframes.exists() is False:
logger.error("No pairs in a database.")
return None
wss = BtfxWss()
wss.start()
time.sleep(1) # give the client some prep time to set itself up
last_mts = dict()
pairs_timeframes_tuples = pairs_timeframes.values_list(
"id", "pair", "timeframe")
for pairs_timeframes_id, pair, timeframe in pairs_timeframes_tuples:
wss.subscribe_to_candles(pair, timeframe=timeframe)
last_mts.update({pairs_timeframes_id: None})
time.sleep(5)
candles_queue = {}
for pairs_timeframes_id, pair, timeframe in pairs_timeframes_tuples:
candles_queue.update(
{pair + timeframe: wss.candles(pair=pair, timeframe=timeframe)})
logger.info(
"Collecting CANDLES of pair '%s' with timeframe '%s' has been started"
% (pair, timeframe))
try:
while True:
for pairs_timeframes_id, pair, timeframe in pairs_timeframes_tuples:
if not candles_queue[pair + timeframe].empty():
q_candles = candles_queue[pair + timeframe].get()
"""
([ [4345.5, 16.7770791, 4345.6, 12.74414776, 77.6, 0.0182, 4345.6, 15220.55529737, 4397.5, 4248.4] ], 1503992628.42302)
# MTS int millisecond time stamp
# OPEN float First execution during the time frame
# CLOSE float Last execution during the time frame
# HIGH integer Highest execution during the time frame
# LOW float Lowest execution during the timeframe
# VOLUME float Quantity of symbol traded within the timeframe
"""
data = []
if isinstance(q_candles[0][0][0], list):
mass = sorted(q_candles[0][0], key=lambda x: x[0])
for c in mass:
mts = datetime.datetime.utcfromtimestamp(
float(str(c[0])[:-3]))
if should_update(mts, last_mts,
pairs_timeframes_id):
data.append({
"mts": mts,
"open": c[1],
"close": c[2],
"high": c[3],
"low": c[4],
"volume": c[5]
})
else:
mts = datetime.datetime.utcfromtimestamp(
float(str(q_candles[0][0][0])[:-3]))
if should_update(mts, last_mts, pairs_timeframes_id):
data.append({
"mts": mts,
"open": q_candles[0][0][1],
"close": q_candles[0][0][2],
"high": q_candles[0][0][3],
"low": q_candles[0][0][4],
"volume": q_candles[0][0][5]
})
# Important:
# UPSERT works well.
# If you have missed rows -> check volume
upsert(data=data, pairs_timeframes_id=pairs_timeframes_id)
except Exception:
logger.error(str(traceback.format_exc()))
for pairs_timeframes_id, pair, timeframe in pairs_timeframes_tuples:
wss.unsubscribe_from_candles(pair, timeframe=timeframe)
# Shutting down the client
wss.stop()
logger.info("Process terminated")
def worker_function(quit_flag, launch_flag, globalz):
counter = 0
established = False
wss = None
qq = None
first = True
order = False
OCHLVlast = 0
OCHLVcur = 0
while not quit_flag.value:
if launch_flag.value == 5:
if established == False:
wss = BtfxWss(key=API_KEY, secret=API_SECRET)
wss.start()
while not wss.conn.connected.is_set():
time.sleep(1)
established = True
wss.authenticate()
# Subscribe to some channels
wss.subscribe_to_ticker('BTCUSD')
wss.subscribe_to_candles('BTCUSD', '15m')
wss.subscribe_to_candles('BTCUSD', '1m')
wss.subscribe_to_order_book('BTCUSD')
# Do something else
t = time.time()
while time.time() - t < 2:
pass
# Accessing data stored in BtfxWss:
ticker_q = wss.candles(
'BTCUSD', '1m') # returns a Queue object for the pair.
wallet = wss.wallets
while not ticker_q.empty():
qq = np.asarray(ticker_q.get())
#globalz[0] = int(np.asarray(qq)[1])
if type(qq[0][0][0]) == list:
first = True
if first:
globalz[0] = int(((qq)[0][0][0][0]) / 1000)
#globalz[1] =
logging.debug(((qq)[0][0][0][0]) / 1000)
#loggin.debug()
#logging.debug(type((qq)[0][0][0][0]))
#logging.debug(type((qq)[0][0][0]))
#logging.debug(type((qq)[0][0]))
#logging.debug(type((qq)[0]))
#logging.debug(type((qq)))
with open('my.ts', 'w') as file:
for i in range(len(qq[0][0])):
stri = (str(qq[0][0][i]))
file.write((stri))
file.write("\n")
first = False
else:
globalz[30] = int(((qq)[1]))
globalz[0] = int(((qq)[0][0][0]) / 1000)
globalz[5] = int(((qq)[0][0][5]) * 1000)
globalz[6] = int(((qq)[0][0][5]) * 1000)
#globalz[0] =
for i in range(1, 5):
globalz[i] = int((np.asarray(qq)[0][0][i]))
#logging.debug(counter)
logging.debug((np.asarray(qq)[0][0]))
#logging.debug((np.asarray(qq)[0][0][1]))
if wallet.empty() == False:
logging.debug(wallet.get())
#ticker_q = wss.candles('BTCUSD') # returns a Queue object for the pair.
counter += 1
logging.debug("Tick # %s" % counter)
#var.set()
#time.sleep(0.01)
elif launch_flag.value == -1:
if established == True:
logging.info("Stopping kekush at # %s" % counter)
time.sleep(0.01)
wss.unsubscribe_from_ticker('BTCUSD')
wss.unsubscribe_from_candles('BTCUSD')
wss.unsubscribe_from_order_book('BTCUSD')
# Shutting down the client:
wss.stop()
wss = None
counter = 0
established = False
first = True
elif launch_flag.value == 6:
if order == False:
logging.info("Ordering some shit at # %s" % counter)
order = {
"cid": 373617, #change to the API_Key Number
"type": "LIMIT",
"symbol": "tEOSUSD",
"amount": "2",
"price": "14",
"hidden": 0,
"postonly": 1
}
wss.new_order(**order)
launch_flag.value = 7
order = True
time.sleep(3)
logging.info(wss.orders.get())
