def __init__(self, db, table, mtgox_cli, max_hours_ago=4, verbose=1):
self.verbose = verbose
self.db = db
self.table = table
self.cursor = db.cursor()
self.mtgox = mtgox_cli
self.mtgox.call(self.load_from_last_stored,
on_event=('connected', 'partial_download'))
self.mtgox.evt.listen('trade_fetch', self.on_trade_fetch)
self.cursor.execute("""SELECT tid FROM [%s]
ORDER BY tid DESC LIMIT 1""" % self.table)
res = self.cursor.fetchone()
self.prev_last = None
# Did we request to load data and it did not finish yet ?
self._pending = False
self.last_tid = 0 if res is None else res[0]
if max_hours_ago is not None:
self.last_tid = max(self.last_tid, mtgox.calc_tid(max_hours_ago))
# Otherwise, if self.last_tid == 0 then be ready to download the
# entire trade history!
if verbose:
print(self.last_tid)
def trades_from_db(db, hours_ago=Decimal('1.0'), raw_tid=None, rounding=True,
table='btcusd'):
if raw_tid is not None:
since = raw_tid
else:
since = mtgox.calc_tid(hours_ago)
if rounding:
# Round to start on some exact minute.
tstruct = list(time.gmtime(since/1e6))
tstruct[5] = 0 # 0 seconds
tstruct[4] = 0 # 0 minutes
since = int(calendar.timegm(tstruct) * 1e6)
return db.execute("""SELECT tid, timestamp, price, amount FROM [%s]
WHERE tid > ? ORDER BY tid ASC""" % table, (since, )), since / 1e6
