def fulldepth_thread():
"""Request the full market depth, initialize the order book
and then terminate. This is called in a separate thread after
the streaming API has been connected."""
querystring = "?pair=%s" % self.pair
# self.debug("### requesting full depth")
json_depth = http_request("%s://%s/0/public/Depth%s" % (
self.proto,
HTTP_HOST,
querystring
))
if json_depth and not self._terminating:
try:
fulldepth = json.loads(json_depth)
depth = {}
depth['error'] = fulldepth['error']
# depth['data'] = fulldepth['result']
depth['data'] = {'asks': [], 'bids': []}
for ask in fulldepth['result'][self.pair]['asks']:
depth['data']['asks'].append({
'price': float(ask[0]),
'amount': float(ask[1])
})
for bid in reversed(fulldepth['result'][self.pair]['bids']):
depth['data']['bids'].append({
'price': float(bid[0]),
'amount': float(bid[1])
})
if depth:
self.signal_fulldepth(self, (depth))
except Exception as exc:
self.debug("### exception in fulldepth_thread:", exc)
def http_signed_call(self, api_endpoint, params):
"""send a signed request to the HTTP API V2"""
if (not self.secret) or (not self.secret.know_secret()):
self.debug("### don't know secret, cannot call %s" % api_endpoint)
return
key = self.secret.key
sec = self.secret.secret
params["nonce"] = self.get_unique_mirotime()
post = urlencode(params)
# prefix = api_endpoint
# sign = hmac.new(base64.b64decode(sec), prefix + post, hashlib.sha512).digest()
sign = hmac.new(sec, post, hashlib.sha512).hexdigest()
headers = {
'Key': key,
'Sign': base64.b64encode(sign)
}
url = "%s://%s/%s" % (
self.proto,
HTTP_HOST,
api_endpoint
)
# self.debug("### (%s) calling %s" % (self.proto, url))
try:
result = json.loads(http_request(url, post, headers))
return result
except ValueError as exc:
self.debug("### exception in http_signed_call:", exc)
def ticker_thread():
querystring = "?pair=%s" % self.pair
json_ticker = http_request("%s://%s/0/public/Ticker%s" % (
self.proto,
HTTP_HOST,
querystring
))
if not self._terminating:
try:
answer = json.loads(json_ticker)
# self.debug("TICK %s" % answer)
if not answer["error"]:
bid = float(answer['result'][self.pair]['b'][0])
ask = float(answer['result'][self.pair]['a'][0])
self.signal_ticker(self, (bid, ask))
except Exception as exc:
self.debug("### exception in ticker_thread:", exc)
def lag_thread():
json_time = http_request("%s://%s/0/public/Time" % (
self.proto,
HTTP_HOST
))
if not self._terminating:
try:
answer = json.loads(json_time)
if not answer["error"]:
lag = time.time() - answer['result']['unixtime']
result = {
'lag': lag * 1000,
'lag_text': "%0.3f s" % lag
}
translated = {
"op": "result",
"result": result,
"id": "order_lag"
}
self.signal_recv(self, (json.dumps(translated)))
except Exception as exc:
self.debug("### exception in lag_thread:", exc)
def fulldepth_thread():
"""request the full market depth, initialize the order book
and then terminate. This is called in a separate thread after
the streaming API has been connected."""
# self.debug("### requesting full depth")
json_depth = http_request("%s://%s/public?command=returnOrderBook¤cyPair=%s&depth=500" % (
self.proto,
HTTP_HOST,
self.pair
))
if json_depth and not self._terminating:
try:
fulldepth = json.loads(json_depth)
# self.debug("Depth: %s" % fulldepth)
depth = {}
depth['error'] = {}
if 'error' in fulldepth:
depth['error'] = fulldepth['error']
depth['data'] = {'asks': [], 'bids': []}
for ask in fulldepth['asks']:
depth['data']['asks'].append({
'price': float(ask[0]),
'amount': float(ask[1])
})
for bid in reversed(fulldepth['bids']):
depth['data']['bids'].append({
'price': float(bid[0]),
'amount': float(bid[1])
})
self.signal_fulldepth(self, depth)
except Exception as exc:
self.debug("### exception in fulldepth_thread:", exc)
def history_thread():
"""request trading history"""
querystring = "?pair=%s" % self.pair
if not self.history_last_candle:
querystring += "&since=%i" % ((time.time() - 172800) * 1e9)
# self.debug("Requesting history since: %s" % time.strftime("%Y-%m-%d %H:%M:%S", time.gmtime(time.time() - 172800)))
else:
querystring += "&since=%i" % (self.history_last_candle * 1e9)
# self.debug("Last candle: %s" % time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(self.history_last_candle)))
# self.debug("### requesting history")
json_hist = http_request("%s://%s/0/public/Trades%s" % (
self.proto,
HTTP_HOST,
querystring
))
if json_hist and not self._terminating:
try:
raw_history = json.loads(json_hist)
if raw_history['error']:
self.debug("Error in history: %s" % raw_history['error'])
return
# self.debug("History: %s" % raw_history)
history = []
for h in raw_history["result"][self.pair]:
history.append({
'price': float(h[0]),
'amount': float(h[1]),
'date': h[2]
})
if history:
self.signal_fullhistory(self, history)
except Exception as exc:
self.debug("### exception in history_thread:", exc)
def history_thread():
"""request trading history"""
if not self.history_last_candle:
querystring = "&start=%i&end=%i" % ((time.time() - 172800), (time.time() - 86400))
# self.debug("### requesting 2d history since %s" % time.strftime("%Y-%m-%d %H:%M:%S", time.gmtime(time.time() - 172800)))
else:
querystring = "&start=%i" % (self.history_last_candle - 14400)
# self.debug("Last candle: %s" % time.strftime("%Y-%m-%d %H:%M:%S", time.localtime(self.history_last_candle - 14400)))
json_hist = http_request("%s://%s/public?command=returnTradeHistory¤cyPair=%s%s" % (
self.proto,
HTTP_HOST,
self.pair,
querystring
))
if json_hist and not self._terminating:
try:
raw_history = json.loads(json_hist)
# self.debug("History: %s" % raw_history)
history = []
for h in reversed(raw_history):
history.append({
'price': float(h['rate']),
'amount': float(h['amount']),
'date': time.mktime(time.strptime(h['date'], "%Y-%m-%d %H:%M:%S")) - 480
})
# self.debug("History: %s" % history)
if history and not self._terminating:
self.signal_fullhistory(self, history)
except Exception as exc:
self.debug("### exception in history_thread:", exc)
