Пример #1
0
    def onOpen(self):
        logger.info('Connected to websocket')

        self.url = 'https://priv-api.bitstamp.net/api/order_book/'
        self.redis = yield util.setup_redis()

        binding_key = '%s.orderbook.tinker' % self.exchange_name.lower()
        self.producer = yield util.setup_producer(consts.ORDERBOOK_QUEUE,
                                                  binding_key)

        # Reset everything
        self.orderbook = ''
        self.orderbook_timestamp = None
        self.orderbook_change_backlog = {}
        self.first_change_timestamp = None
        self.message_count = 0
        self.message_count_buffer = 3
        self.last_amqp_push = 0

        yield self.redis.set(self.orderbook_key, None)

        # Start fetching the base orderbook from self.url the request poller will call
        # parse_response with the response.
        self.get_request()

        self.subscribe_to_websocket()
Пример #2
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 def start(self):
     self.redis = yield util.setup_redis()
     self.setup_mysql()
     self.heartbeat_key = 'trades_auditor_heartbeat'
     self.looping_call = LoopingCall(self.audit).start(1800)
     self.accuracy_bottom = Decimal('0.99')
     self.accuracy_top = Decimal('1.01')
     self.slacker = Slacker('#notifications', 'Auditor')
Пример #3
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 def start(self):
     self.setup_mysql()
     self.orderbook_timestamp = Delorean().datetime
     self.unsuccessful_audits = 0
     self.incomplete_audits = 0
     self.touch_path = 'monit/heartbeat/%s_orderbook.txt' % self.exchange_name.lower(
     )
     self.looping_call = LoopingCall(self.pre_audit)
     self.looping_call.start(self.audit_time)
     self.redis = yield util.setup_redis()
     self.should_continue_key = '%s_orderbook_should_continue' % self.exchange_name.lower(
     )
     self.redis.set(self.should_continue_key, 1)
Пример #4
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    def onOpen(self):
        logger.info('Connected to websocket')

        self.redis = yield util.setup_redis()
        binding_key = '%s.orderbook.tinker' % self.exchange_name.lower()
        self.producer = yield util.setup_producer(consts.ORDERBOOK_QUEUE, binding_key)

        # Reset everything.
        self.orderbook = {'bids': None, 'asks': None}
        self.bids_dict = {}
        self.asks_dict = {}
        self.channel_id = None
        self.have_gotten_base_orderbook = False
        self.last_amqp_push = 0

        yield self.redis.set(self.orderbook_key, None)

        self.subscribe_to_websocket()
Пример #5
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    def start(self):
        self.touch_path = 'monit/heartbeat/twisted.txt'
        self.redis = yield util.setup_redis()

        self.heartbeat_threshold = 120
        self.heartbeats = [
            'bitfinex_trades_heartbeat',
            'bitstamp_btc_usd_trades_heartbeat',
            'coinbase_btc_usd_trades_heartbeat',
            'itbit_trades_heartbeat',
            'kraken_trades_heartbeat',
            'kraken_usd_trades_heartbeat',
            'kraken_cad_trades_heartbeat',
            'okcoin_trades_heartbeat',
            #'coinbase_cad_trades_heartbeat',
            'gemini_trades_heartbeat',
            'quadriga_trades_heartbeat',
            'okcoin_orderbook_heartbeat',
            'bitstamp_btc_usd_orderbook_heartbeat',
            'kraken_orderbook_heartbeat',
            'kraken_usd_orderbook_heartbeat',
            'kraken_cad_orderbook_heartbeat',
            'itbit_orderbook_heartbeat',
            'coinbase_btc_usd_orderbook_heartbeat',
            #'coinbase_cad_orderbook_heartbeat',
            'bitfinex_orderbook_heartbeat',
            'quadriga_orderbook_heartbeat',
            'gemini_orderbook_heartbeat',
            'gemini_eth_btc_orderbook_heartbeat',
            'bitstamp_eth_btc_orderbook_heartbeat',
            'poloniex_eth_btc_orderbook_heartbeat',
            'gemini_eth_usd_orderbook_heartbeat',
            'bitstamp_eth_usd_orderbook_heartbeat',
            'bitstamp_eth_eur_orderbook_heartbeat',
            'bitstamp_bch_eur_orderbook_heartbeat',
            'bitstamp_bch_usd_orderbook_heartbeat',
            'bitstamp_bch_btc_orderbook_heartbeat',
            'bitstamp_btc_eur_orderbook_heartbeat',
            'open_exchange_rate_poller_heartbeat',
        ]

        self.looping_call = LoopingCall(self.audit)
        self.looping_call.start(30)
Пример #6
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    def start(self):
        self.redis = yield util.setup_redis()

        binding_key = '%s.trades.tinker' % self.exchange_name.lower()
        self.producer = yield util.setup_producer(consts.TRADES_QUEUE,
                                                  binding_key)

        raw_most_recent_trade_id = yield self.redis.get(self.trade_id_key)

        if raw_most_recent_trade_id:
            self.most_recent_trade_id = int(raw_most_recent_trade_id)
        else:
            self.most_recent_trade_id = 0

        # We are not using RequestPoller's start() function because we want to set
        # now=False. This is a bit of a hack to give the producer time to get set up
        # before we start publishing messages.
        self.looping_call = LoopingCall(self.get_request)
        self.looping_call.start(self.poll_time, now=False)
Пример #7
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    def onOpen(self):
        logger.info('Connected to websocket')

        reactor.callLater(self.ping_interval, self.keepalive)

        self.redis = yield util.setup_redis()
        binding_key = '%s.orderbook.tinker' % self.exchange_name.lower()
        self.producer = yield util.setup_producer(consts.ORDERBOOK_QUEUE, binding_key)

        # Reset everything.
        self.orderbook = ''
        self.orderbook_change_backlog = {}
        self.first_sequence_number = 0
        self.current_sequence_number = 0
        self.orderbook_sequence_number = 0
        self.received_orders = {}
        self.last_amqp_push = 0
        yield self.redis.set(self.orderbook_key, None)

        # Start fetching the base orderbook from self.url. The request poller will call
        # parse_response with the response.
        self.get_request()

        self.subscribe_to_websocket()
Пример #8
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 def start(self):
     self.redis = yield util.setup_redis()
     self.setup_mysql()
     self.looping_call = LoopingCall(self.audit).start(30)
Пример #9
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 def start(self):
     self.redis = yield util.setup_redis()
     self.looping_call = LoopingCall(self.get_request)
     self.looping_call.start(self.poll_time)