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[#15] Added optional variables on historical_tickers

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This commit is contained in:
Gavin.Chan
2018-01-04 15:21:45 +00:00
parent ac51602d73
commit 4e1a89a3c6
3 changed files with 47 additions and 23 deletions
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libcryptomarket/api/bitfinex_api.py
+5
View File
@@ -101,6 +101,11 @@ class BitfinexApi(ExchangeApi):
"trade:{}:{}".format(timeframe, symbol),
section])
self.log_info("Public request:\n" +
"name: {}\n".format(name) +
"http_method: {}\n".format(http_method) +
"kwargs: {}".format(kwargs))
return self._send_request(
command=name, http_method=http_method,
public_method=True, params=kwargs)
libcryptomarket/api/exchange_api.py
+23 -13
View File
@@ -137,6 +137,18 @@ class ExchangeApi:
"""
raise NotImplementedError("Not yet implemented.")
def log_info(self, msg, *args):
"""Log in INFO.
"""
if self._logger is not None:
self._logger.info(msg, *args)
def log_debug(self, msg, *args):
"""Log in DEBUG.
"""
if self._logger is not None:
self._logger.debug(msg, *args)
def _send_request(self, command, http_method, params=None, data=None,
public_method=False):
"""Send request.
@@ -193,14 +205,13 @@ class ExchangeApi:
headers = None
auth = None
if self._logger is not None:
self._logger.info(">>> OUT:\n%s" % json.dumps({
"Method": http_method,
"Url": url,
"Params": params,
"Data": data,
"Headers": headers
}))
self.log_debug(">>> OUT:\n%s" % json.dumps({
"Method": http_method,
"Url": url,
"Params": params,
"Data": data,
"Headers": headers
}))
if auth is None:
response = R(url, params=params, data=data, headers=headers)
@@ -208,10 +219,9 @@ class ExchangeApi:
response = R(url, params=params, data=data, headers=headers,
auth=auth)
if self._logger is not None:
self._logger.info("<<< IN:\n%s" % json.dumps({
"Status code": response.status_code,
"Text": response.text
}))
self.log_debug("<<< IN:\n%s" % json.dumps({
"Status code": response.status_code,
"Text": response.text
}))
return response
libcryptomarket/core/historical.py
+19 -10
View File
@@ -5,7 +5,8 @@ from time import sleep
import pandas as pd
def historical_ticker(source, symbol, period, start_time=None, end_time=None):
def historical_ticker(source, symbol, period, start_time=None, end_time=None,
**kwargs):
"""Return historical ticker.
:param source: Source, an Exchange API object.
@@ -14,6 +15,7 @@ def historical_ticker(source, symbol, period, start_time=None, end_time=None):
object.
:param start_time: Start time, datetime object.
:param end_time: Start time, datetime object.
:param wait_sec: Seconds to wait between queries, int. Optional.
"""
# Validation
if start_time is not None and not isinstance(start_time, datetime):
@@ -28,22 +30,25 @@ def historical_ticker(source, symbol, period, start_time=None, end_time=None):
if source_name == "poloniex":
return _historical_ticker_poloniex(
source=source, symbol=symbol, period=period,
start_time=start_time, end_time=end_time)
start_time=start_time, end_time=end_time,
**kwargs)
elif source_name == "gdax":
return _historical_ticker_gdax(
source=source, symbol=symbol, period=period,
start_time=start_time, end_time=end_time)
start_time=start_time, end_time=end_time,
**kwargs)
elif source_name == "bitfinex":
return _historical_ticker_bitfinex(
source=source, symbol=symbol, period=period,
start_time=start_time, end_time=end_time)
start_time=start_time, end_time=end_time,
**kwargs)
else:
raise ValueError("Source (%s [%s]) does not support historical ticker"
% (source, source_name))
def _historical_ticker_poloniex(source, symbol, period, start_time, end_time):
def _historical_ticker_poloniex(source, symbol, period, start_time, end_time,
**kwargs):
"""Return historical ticker in Poloniex.
:param source: Source, an Exchange API object.
@@ -78,7 +83,8 @@ def _historical_ticker_poloniex(source, symbol, period, start_time, end_time):
return data
def _historical_ticker_gdax(source, symbol, period, start_time, end_time):
def _historical_ticker_gdax(source, symbol, period, start_time, end_time,
**kwargs):
"""Return historical ticker in GDAX.
:param source: Source, an Exchange API object.
@@ -87,6 +93,7 @@ def _historical_ticker_gdax(source, symbol, period, start_time, end_time):
object.
:param start_time: Start time, datetime object.
:param end_time: Start time, datetime object.
:param wait_sec: Seconds to wait between queries, int. Optional.
"""
# Exchange validation
if (start_time is None) + (end_time is None) not in [0, 2]:
@@ -127,7 +134,7 @@ def _historical_ticker_gdax(source, symbol, period, start_time, end_time):
last_datetime = tmp_data.iloc[0, 0]
start_time = datetime.fromtimestamp(last_datetime)
sleep(0.333)
sleep(kwargs.get("wait_sec", 0.33))
if len(data) > 1:
data = pd.concat(data, axis=0)
@@ -142,7 +149,8 @@ def _historical_ticker_gdax(source, symbol, period, start_time, end_time):
return data
def _historical_ticker_bitfinex(source, symbol, period, start_time, end_time):
def _historical_ticker_bitfinex(source, symbol, period, start_time, end_time,
**kwargs):
"""Return historical ticker in Bitfinex.
:param source: Source, an Exchange API object.
@@ -151,6 +159,7 @@ def _historical_ticker_bitfinex(source, symbol, period, start_time, end_time):
object.
:param start_time: Start time, datetime object.
:param end_time: Start time, datetime object.
:param wait_sec: Seconds to wait between queries, int. Optional.
"""
request_func = partial(source.candles, symbol=symbol, timeframe=period,
section="hist", sort=1, limit=1000)
@@ -191,7 +200,7 @@ def _historical_ticker_bitfinex(source, symbol, period, start_time, end_time):
round(last_datetime / 1000 + 1))
data.append(pd.DataFrame(tmp_data))
sleep(1)
sleep(kwargs.get("wait_sec", 1))
data = pd.concat(data, axis=0)