Пример #1
0
def get_trades(asset_symbol, timedelta=datetime.timedelta(minutes=10), start=False, end=False, time_offset=datetime.timedelta(hours=5)):
    
    if not start or not end: # create default start and end times if not given
        end = datetime.datetime.now() + time_offset
        start = end - timedelta
    else:
        start += time_offset
        end += time_offset
    
    # create unix versions of the start and end times
    end_unix = int(time.mktime(end.timetuple()))
    start_unix = int(time.mktime(start.timetuple()))
    
    # get raw trade data from poloniex
    trades_data = p.returnMarketTradeHistory('BTC_'+asset_symbol,start=start_unix,end=end_unix)
    
    if len(trades_data) > 0: # create a data frame with all the trades
        trades_df = pd.DataFrame(trades_data)
        trades_df[['amount','rate','total']] = trades_df[['amount','rate','total']].astype(float)
        trades_df['date'] = pd.to_datetime(trades_df.date)
        trades_df['symbol'] = asset_symbol

        return trades_df
    else:
        return false