# https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md#trade-streams
# https://github.com/sammchardy/python-binance/blob/c66695a785e8d3cf0975d09b624f79772dac4115/binance/websockets.py#L254
bm.start_trade_socket(va.symbol, process_message)
bm.start()
if __name__ == "__main__":
parser = argparse.ArgumentParser()
parser.add_argument('-t', '--ticker', help='Ticker', default='BTCUSDT')
args = parser.parse_args()
client = Client(
"DdEn5fpqEAekNJCVYmflOY9pLfIozLTjU4qXm5HqB9vyFh9PAB7LNdBWPjrkHf43",
"c5NjpuJPGYgQZ60ZUXE3z6FQTV3YVOTNVz5JZ5aW2ST3uTJM65mykaFjCDMhPa1D")
exinfo = client.get_exchange_info()
symbol_hashes = {}
for s in exinfo['symbols']:
symbol_hashes[s['symbol']] = {
'symbol': s['symbol'],
'base_asset': s['baseAsset'],
'quote_asset': s['quoteAsset'],
}
if args.ticker not in symbol_hashes:
raise SystemExit(args.ticker + ' is an invalid binance ticker')
global va
va = VolumeAnalyser('Binance')
va.set_symbol_info(symbol_hashes[args.ticker])
main()
#!/usr/bin/env python
import sys
import json
import signal
from websocket import create_connection
from volumne_analyser import VolumeAnalyser
from pprint import pprint
from datetime import datetime
if __name__ == "__main__":
#validates volume on Kraken's XBT/EUR pair
global dabestbid, dabestask, last_book_update, va
va = VolumeAnalyser('Kraken', output_print=True)
dabestbid = dabestask = last_book_update = 0
def dicttofloat(keyvalue):
return float(keyvalue[0])
def get_last_book_update():
return last_book_update
def best_bid():
bid = sorted(api_book["bid"].items(), key=dicttofloat, reverse=True)
return bid[0][0]
def best_ask():
ask = sorted(api_book["ask"].items(), key=dicttofloat)
return ask[0][0]
#!/usr/bin/env python
import sys
import json
import signal
from websocket import create_connection
from volumne_analyser import VolumeAnalyser
from pprint import pprint
from datetime import datetime
if __name__ == "__main__":
va = VolumeAnalyser('FTX')
va.set_symbol_info({
'symbol': 'BTC-PERP',
'base_asset': 'BTC',
'quote_asset': 'USD'
})
bestbid = bestask = legitvol = fakevol = num_fake_trades = num_legit_trades = 0
bidsd = {}
asksd = {}
api_domain = "wss://ftx.com/ws/"
try:
ws = create_connection(api_domain)
except Exception as error:
print("WebSocket connection failed (%s)" % error)
sys.exit(1)
ws.send(
json.dumps({
#!/usr/bin/env python
import sys
import json
import signal
from websocket import create_connection
from volumne_analyser import VolumeAnalyser
from pprint import pprint
if __name__ == "__main__":
va = VolumeAnalyser('Bitstamp', output_print=True)
bestbid = bestask = legitvol = fakevol = num_fake_trades = num_legit_trades = 0
bidsd = {}
asksd = {}
last_update = 0
api_domain = "wss://ws.bitstamp.net"
try:
ws = create_connection(api_domain)
except Exception as error:
print("WebSocket connection failed (%s)" % error)
sys.exit(1)
ws.send(
json.dumps({
"event": "bts:subscribe",
"data": {
"channel": "order_book_btcusd"
}
}))
def __init__(self, exchange, output_print=True):
VolumeAnalyser.__init__(self, exchange, output_print)
ts = datetime.strptime(message['time'], "%Y-%m-%dT%H:%M:%S.%fZ")
ts_milis = (ts -
datetime.utcfromtimestamp(0)).total_seconds() * 1000
data = {
'ts': ts_milis,
'price': float(message['price']),
'qty': float(message['size']),
}
va.process_trade_entry(data)
va.print_summary()
if __name__ == "__main__":
va = VolumeAnalyser('Coinbase')
va.set_symbol_info({
'symbol': 'BTCUSD',
'base_asset': 'BTC',
'quote_asset': 'USD'
})
product_id = "BTC-USD"
loop = asyncio.get_event_loop()
channelt = Channel('level2', product_id)
channelm = Channel('matches', product_id)
ticker = Ticker(loop, channelt)
ticker = Ticker(loop, channelm)
ts = datetime.strptime(message['time'], "%Y-%m-%dT%H:%M:%S.%fZ")
ts_milis = (ts - datetime.utcfromtimestamp(0)).total_seconds() * 1000
data = {
'ts': ts_milis,
'price': float(message['price']),
'qty': float(message['size']),
}
va.process_trade_entry(data)
va.print_summary()
if __name__ == "__main__":
va = VolumeAnalyser('Coinbase', output_print=True)
product_id = "BTC-USD"
loop = asyncio.get_event_loop()
channelt = Channel('level2', product_id)
channelm = Channel('matches', product_id)
ticker = Ticker(loop, channelt)
ticker = Ticker(loop, channelm)
try:
loop.run_forever()
except KeyboardInterrupt:
loop.run_until_complete(ticker.close())
loop.close()