Autogeneration of symbols.json for bitfinex

catalyst/exchange/bitfinex/bitfinex.py

@@ -23,6 +23,7 @@ from catalyst.exchange.exchange_execution import ExchangeLimitOrder, \
     ExchangeStopLimitOrder, ExchangeStopOrder
 from catalyst.finance.order import Order, ORDER_STATUS
 from catalyst.protocol import Account
+from catalyst.exchange.exchange_utils import get_exchange_symbols_filename
 
 # Trying to account for REST api instability
 # https://stackoverflow.com/questions/15431044/can-i-set-max-retries-for-requests-request
@@ -527,3 +528,15 @@ class Bitfinex(Exchange):
 
         log.debug('got tickers {}'.format(ticks))
         return ticks
+
+    def generate_symbols_json(self, filename=None):
+        response = self._request('symbols', None)
+        symbols={}
+        for symbol in response.json():
+            symbols[symbol]= {"symbol":symbol[:-3]+'_'+symbol[-3:], "start_date": "2010-01-01"}
+
+        if(filename is None):
+            filename = get_exchange_symbols_filename(self.name)
+
+        with open(filename,'w') as f:
+            json.dump(symbols, f, sort_keys=True, indent=2, separators=(',',':'))

catalyst/exchange/exchange_utils.py

@@ -24,18 +24,20 @@ def get_exchange_folder(exchange_name, environ=None):
     return exchange_folder
 
 
-def download_exchange_symbols(exchange_name, environ=None):
+def get_exchange_symbols_filename(exchange_name, environ=None):
     exchange_folder = get_exchange_folder(exchange_name, environ)
-    filename = os.path.join(exchange_folder, 'symbols.json')
+    return os.path.join(exchange_folder, 'symbols.json')
 
+
+def download_exchange_symbols(exchange_name, environ=None):
+    filename = get_exchange_symbols_filename(exchange_name)
     url = SYMBOLS_URL.format(exchange=exchange_name)
     response = urllib.urlretrieve(url=url, filename=filename)
     return response
 
 
 def get_exchange_symbols(exchange_name, environ=None):
-    exchange_folder = get_exchange_folder(exchange_name, environ)
-    filename = os.path.join(exchange_folder, 'symbols.json')
+    filename = get_exchange_symbols_filename(exchange_name)
 
     if not os.path.isfile(filename):
         download_exchange_symbols(exchange_name, environ)