def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
def ticker_update(self, data):
price = float(data['price'])
volume = int(float(data['volume'])*10**self.volume_precision)
date = datetime.datetime.fromtimestamp(float(data['timestamp']))
print self.symbol, date, price, float(volume)/10**self.volume_precision
# Datetime, Open, High, Low, Close, NumTrades, TotalVolume, BidVolume, AskVolume):
try:
rec = ScidRecord(date, price, price, price, price, 1, volume, 0, 0)
self.scid.write(rec.to_struct())
self.scid.fp.flush()
except Exception as e:
print str(e)
