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Autogeneration of symbols.json for bittrex

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This commit is contained in:
Victor Grau Serrat
2017-09-22 10:55:49 -06:00
parent 8cabb33372
commit daf3c4d285
2 changed files with 25 additions and 28 deletions
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catalyst/exchange/bitfinex/bitfinex.py
+3 -3
View File
@@ -530,13 +530,13 @@ class Bitfinex(Exchange):
return ticks
def generate_symbols_json(self, filename=None):
symbol_map = {}
response = self._request('symbols', None)
symbols={}
for symbol in response.json():
symbols[symbol]= {"symbol":symbol[:-3]+'_'+symbol[-3:], "start_date": "2010-01-01"}
symbol_map[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=(',',':'))
json.dump(symbol_map, f, sort_keys=True, indent=2, separators=(',',':'))
catalyst/exchange/bittrex/bittrex.py
+22 -25
View File
@@ -12,6 +12,8 @@ from catalyst.exchange.exchange_errors import InvalidHistoryFrequencyError, \
CreateOrderError
from catalyst.finance.execution import LimitOrder, StopLimitOrder
from catalyst.finance.order import Order, ORDER_STATUS
from catalyst.exchange.exchange_utils import get_exchange_symbols_filename
log = Logger('Bittrex')
@@ -50,31 +52,6 @@ class Bittrex(Exchange):
"""
return exchange_symbol.lower()
def fetch_symbol_map(self):
"""
Since Bittrex gives us a complete dictionary of symbols,
we can build the symbol map ad-hoc as opposed to maintaining
a static file. We must be careful with mapping any unconventional
symbol name as appropriate.
:return symbol_map:
"""
symbol_map = dict()
markets = self.api.getmarkets()
for market in markets:
exchange_symbol = market['MarketName']
symbol = '{market}_{base}'.format(
market=self.sanitize_curency_symbol(market['MarketCurrency']),
base=self.sanitize_curency_symbol(market['BaseCurrency'])
)
symbol_map[exchange_symbol] = dict(
symbol=symbol,
start_date=pd.to_datetime(market['Created'], utc=True)
)
return symbol_map
def get_balances(self):
try:
log.debug('retrieving wallet balances')
@@ -316,3 +293,23 @@ class Bittrex(Exchange):
def get_account(self):
log.info('retrieving account data')
pass
def generate_symbols_json(self, filename=None):
symbol_map = {}
markets = self.api.getmarkets()
for market in markets:
exchange_symbol = market['MarketName']
symbol = '{market}_{base}'.format(
market=self.sanitize_curency_symbol(market['MarketCurrency']),
base=self.sanitize_curency_symbol(market['BaseCurrency'])
)
symbol_map[exchange_symbol] = dict(
symbol=symbol,
start_date=pd.to_datetime(market['Created'], utc=True).strftime("%Y-%m-%d")
)
if(filename is None):
filename = get_exchange_symbols_filename(self.name)
with open(filename,'w') as f:
json.dump(symbol_map, f, sort_keys=True, indent=2, separators=(',',':'))