def autorelay_download_save(conn, table, bin_size, ohlcv_len, append):
cur = conn.cursor()
startd = time.time()
bitmex = BitMex(threading=True)
sql = str("select ROWID, * from '%s_%s' order by ROWID desc limit 1" % (table, bin_size))
cur.execute(sql)
item_list = cur.fetchall()
end_time = datetime.now(timezone.utc)
start_time = end_time - ohlcv_len * delta(bin_size)
# 데이터가 있으면 릴레이 다운로드 자동으로 기간설정
if item_list:
lasttime = item_list[0][1]
# print(lasttime)
# print(lasttime[0:16])
last_time = datetime.strptime(lasttime[0:16], '%Y-%m-%d %H:%M')
start_time = last_time + timedelta(minutes=1)
else:
# 데이터가 없으면,
print('No data and will start from ', start_time)
pass
# print('start_time:', start_time)
# print('end_time:', end_time)
# relay download 디폴트 기간 설정만큼 다운로드 한다.
df = bitmex.fetch_ohlcv(bin_size, start_time, end_time)
print('download_df_ohlcv time: ', time.time() - startd)
# insert to database
df.to_sql(table+'_'+bin_size, conn, if_exists=append)
show_table(conn, table, bin_size, 1)
def test_fetch_ohlcv_11m(self):
ohlcv_len = 100
bin_size = '11m'
bitmex = BitMex(threading=False)
end_time = datetime.now(timezone.utc)
start_time = end_time - ohlcv_len * delta(bin_size)
d1 = bitmex.fetch_ohlcv(bin_size, start_time, end_time)
print(f"{d1}")
def test_fetch_ohlcv_1m(mins):
'''
source => DataFrame Type
------------------------------------------------------------------
open high low close volume
2019-06-15 14:29:00+00:00 8669.5 8670.0 8667.0 8667.0 1454667
2019-06-15 14:30:00+00:00 8667.0 8667.5 8667.0 8667.5 424940
:return:
'''
# bitmex = BitMex(threading=False)
bitmex = BitMex(threading=True)
end_time = datetime.now(timezone.utc)
start_time = end_time - 1 * timedelta(minutes=mins)
source = bitmex.fetch_ohlcv('1m', start_time, end_time)
return source
def download_df_ohlcv(bin_size, ohlcv_len, **kwargs):
'''
df => DataFrame Type
------------------------------------------------------------------
open high low close volume
2019-06-15 14:29:00+00:00 8669.5 8670.0 8667.0 8667.0 1454667
2019-06-15 14:30:00+00:00 8667.0 8667.5 8667.0 8667.5 424940
:return:
'''
print('download data from server')
start = time.time()
# bitmex = BitMex(threading=False)
bitmex = BitMex(threading=True)
end_time = datetime.now(timezone.utc)
start_time = end_time - ohlcv_len * delta(bin_size)
df = bitmex.fetch_ohlcv(bin_size, start_time, end_time)
print('download_df_ohlcv time:', time.time() - start)
return df
def test_fetch_ohlc_2h(self):
bitmex = BitMex(threading=False)
end_time = datetime.now(timezone.utc)
start_time = end_time - 5 * timedelta(hours=2)
source = bitmex.fetch_ohlcv('2h', start_time, end_time)
assert len(source) > 1
def test_fetch_ohlcv_5m(self):
bitmex = BitMex(threading=False)
end_time = datetime.now(timezone.utc)
start_time = end_time - 5 * timedelta(minutes=5)
source = bitmex.fetch_ohlcv('5m', start_time, end_time)
assert len(source) > 1