def _do_schedule(_schedule):
market = _schedule.market
ticker = _schedule.ticker
collection_name = _schedule.collection_name
collection = db.get_collection(collection_name,
codec_options=codec_options)
sleep(1)
while True:
if ticker == BinanceClient.KLINE_INTERVAL_1MINUTE or ticker == BinanceClient.KLINE_INTERVAL_5MINUTE:
sleep(randrange(2))
elif ticker == BinanceClient.KLINE_INTERVAL_15MINUTE or BinanceClient.KLINE_INTERVAL_30MINUTE:
sleep(randrange(20))
else:
sleep(randrange(200))
if _schedule.exchange == "binance":
try:
klines = try_get_klines(_schedule.exchange, market, ticker,
get_binance_interval_unit(ticker))
klines = klines[:
-1] # we skip the last kline on purpose to have for it a crawling volume
except Exception as err:
traceback.print_tb(err.__traceback__)
logger.exception("{} {} {}".format(_schedule.exchange,
collection_name,
err.__traceback__))
sleep(randrange(30))
klines = get_binance_klines(market, ticker,
get_binance_interval_unit(ticker))
klines = klines[:
-1] # we skip the last kline on purpose to have for it a crawling volume
elif _schedule.exchange == "kucoin":
try:
klines = try_get_klines(_schedule.exchange, market, ticker,
get_kucoin_interval_unit(ticker))
except Exception:
traceback.print_tb(err.__traceback__)
logger.exception("{} {} {}".format(_schedule.exchange,
collection_name,
err.__traceback__))
sleep(randrange(30))
klines = get_kucoin_klines(market, ticker,
get_kucoin_interval_unit(ticker))
current_klines = filter_current_klines(klines, collection_name,
collection)
sleep(15)
bd, sd = get_average_depths(_schedule.depth_crawl, _schedule.no_depths)
list(map(lambda x: x.add_buy_depth(bd), current_klines))
list(map(lambda x: x.add_sell_depth(sd), current_klines))
list(map(lambda x: x.add_market(market), current_klines))
if _schedule.exchange == "binance":
list(map(lambda x: set_trade_volume(_schedule, x), current_klines))
list(map(lambda x: x.add_exchange(_schedule.exchange), current_klines))
persist_klines(current_klines, collection)
logger.info("Stored to collection : {} : {} ".format(
_schedule.exchange, collection_name))
_sleep_seed = 100
if _schedule.market == "BTCUSDT" and _schedule.ticker == "15m":
sleep(2 * 60 + randrange(10))
else:
sleep(_schedule.sleep + randrange(100))
from kucoin.client import Client
from kucoin.exceptions import KucoinAPIException, KucoinRequestException, MarketOrderException, LimitOrderException
# symbol (string) – Name of symbol e.g. KCS-BTC
# kline_type (string) – type of symbol, type of candlestick patterns: 1min, 3min, 5min, 15min, 30min, 1hour, 2hour, 4hour, 6hour, 8hour, 12hour, 1day, 1week
# start (int) – Start time as unix timestamp (optional) default start of day in UTC
# end (int) – End time as unix timestamp (optional) default now in UTC
from library import get_klines, get_kucoin_klines, get_kucoin_interval_unit, get_binance_klines, SellAsset, stop_signal, \
sat, cancel_kucoin_current_orders, setup_logger, get_or_create_kucoin_trade_account, sell_limit_stop_loss, \
kucoin_client
klines_k = get_kucoin_klines("LTC-BTC", "1hour")
klines_b = get_binance_klines("LTCBTC", "1h", '6 hours ago')
#
# klines = get_klines("BNBBTC", '1h', '6 hours ago')
stop_price_in_satoshi = 777999
stop_price = stop_price_in_satoshi * sat
acc = get_or_create_kucoin_trade_account('KCS')
vra = kucoin_client.get_order_book('VRA-BTC')
sell_asset_binance = SellAsset("binance", "LTC", stop_price, True, '1h')
sell_asset_kucoin = SellAsset("kucoin", "VIDT", stop_price, True, '1h')