def __init__(self, trade): self.__tradeId = int(trade["tid"]) self.__dateTime = base.tid_to_datetime(trade["tid"]) currency = trade["price_currency"] self.__price = base.from_value_int(currency, trade["price_int"]) self.__amount = base.from_amount_int(trade["amount_int"]) self.__type = trade["trade_type"]
def parseBar(self, csvRowDict): tid = int(csvRowDict["id"]) price = float(csvRowDict["price"]) amount = float(csvRowDict["amount"]) tradeType = csvRowDict["type"] dateTime = base.tid_to_datetime(tid) # Localize the datetime if a timezone was given. if self.__timezone: dateTime = dt.localize(dateTime, self.__timezone) return TradeBar(dateTime, price, amount, tradeType)
def download_trades_since(currency, tid, ignoreMultiCurrency, retries=3): logger.info("Downloading trades since %s." % (base.tid_to_datetime(tid))) # logger.info("Downloading trades since %d." % (tid)) done = False while not done: try: response = download_trades_impl(currency, tid) done = True except Exception, e: if retries == 0: raise e else: logger.error("%s. Retrying..." % (e)) retries -= 1