[#22] Add quote currency for candles

libcryptomarket/core/candle/__init__.py

@@ -24,14 +24,21 @@ FREQUENCY_TO_SEC_DICT.update(dict(
 
 from .exchanges import *        # noqa
 
-def candles(source, symbol, start_time, end_time, frequency):
-    """Return candles of a given period and frequency.
+
+def candles(source, symbol, start_time, end_time, frequency, **kwargs):
+    r"""Return candles of a given period and frequency.
 
     :param source: `str` exchange name.
     :param symbol: `str` symbol.
     :param start_time: `datetime` start time.
     :param end_time: `datetime` end time.
     :param frequency: `str` frequency.
+    :param \**kwargs:
+        See below
+
+    :Keyword Arguments:
+        * *quote_currency* (``str``) --
+          Quote currency symbol, e.g. BTC.
     """
 
     source = source.lower()
@@ -57,7 +64,7 @@ def candles(source, symbol, start_time, end_time, frequency):
            end_time - pd.DateOffset(seconds=FREQUENCY_TO_SEC_DICT[frequency])):
         sleep(describe['rateLimit'] / 1000)
         data = func(source=exchange, symbol=symbol, start_time=start_time,
-                    end_time=end_time, frequency=frequency)
+                    end_time=end_time, frequency=frequency, **kwargs)
 
         if len(data) == 0:
             break
@@ -78,7 +85,8 @@ def candles(source, symbol, start_time, end_time, frequency):
         return pd.concat(all_data)
 
 
-def latest_candles(source, symbols, frequency, frequency_count, end_time=None):
+def latest_candles(source, symbols, frequency, frequency_count, end_time=None,
+                   **kwargs):
     """Return the latest candles based on the frequency and its count.
 
     :param source: `str` exchange name.
@@ -87,6 +95,12 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None):
     :param frequency: `str` frequency.
     :param end_time: `datetime` end time. Default is None which will use
                      current time.
+    :param \**kwargs:
+        See below
+
+    :Keyword Arguments:
+        * *quote_currency* (``str``) --
+          Quote currency symbol, e.g. BTC.
     """
     if isinstance(symbols, str):
         symbols = [symbols]
@@ -105,7 +119,8 @@ def latest_candles(source, symbols, frequency, frequency_count, end_time=None):
                        symbol=symbol,
                        start_time=start_time,
                        end_time=closest_end_time,
-                       frequency=frequency)
+                       frequency=frequency,
+                       **kwargs)
         data = data[data['end_time'] <= closest_end_time]
         all_data.append(data.set_index(['start_time', 'end_time']))
 

libcryptomarket/core/candle/exchanges.py

@@ -3,7 +3,8 @@ import pandas as pd
 from libcryptomarket.core.candle import FREQUENCY_TO_SEC_DICT
 
 
-def poloniex_candles(source, symbol, start_time, end_time, frequency):
+def poloniex_candles(source, symbol, start_time, end_time, frequency,
+                     **kwargs):
     """Poloniex candles.
     """
     data = source.public_get_returnchartdata(params={
@@ -24,10 +25,29 @@ def poloniex_candles(source, symbol, start_time, end_time, frequency):
     data['end_time'] = data['start_time'] + pd.DateOffset(
         seconds=FREQUENCY_TO_SEC_DICT[frequency])
 
+    if 'quote_currency' in kwargs.keys():
+        base_currency = symbol.split('_')[1]
+
+        if kwargs['quote_currency'] == base_currency:
+            data.loc[:, "open"] = (1 / data.loc[:, "open"]).apply(
+                lambda x: round(x, 8))
+            data.loc[:, "close"] = (1 / data.loc[:, "close"]).apply(
+                lambda x: round(x, 8))
+            data.loc[:, "weighted_average"] = (
+                (1 / data.loc[:, "weighted_average"]).apply(
+                    lambda x: round(x, 8)))
+            high_prices = (1 / data.loc[:, "low"]).apply(
+                lambda x: round(x, 8))
+            low_prices = (1 / data.loc[:, "high"]).apply(
+                lambda x: round(x, 8))
+            data.loc[:, "high"] = high_prices
+            data.loc[:, "low"] = low_prices
+
     return data
 
 
-def bitfinex_candles(source, symbol, start_time, end_time, frequency):
+def bitfinex_candles(source, symbol, start_time, end_time, frequency,
+                     **kwargs):
     """Bitfinex candles.
     """
     data = source.request(
@@ -51,7 +71,8 @@ def bitfinex_candles(source, symbol, start_time, end_time, frequency):
     return data
 
 
-def gdax_candles(source, symbol, start_time, end_time, frequency):
+def gdax_candles(source, symbol, start_time, end_time, frequency,
+                 **kwargs):
     """GDAX candles.
     """
     data = source.request(

notebooks/Candles.ipynb

@@ -106,6 +106,40 @@
     "    assert data.shape[0] == 1"
    ]
   },
+  {
+   "cell_type": "markdown",
+   "metadata": {},
+   "source": [
+    "## Latest candles with quote_currency"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 35,
+   "metadata": {
+    "ExecuteTime": {
+     "end_time": "2018-02-05T14:32:57.924368Z",
+     "start_time": "2018-02-05T14:32:55.837626Z"
+    }
+   },
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "Running exchange poloniex for instrument ['USDT_BTC']\n"
+     ]
+    }
+   ],
+   "source": [
+    "for source, symbols in [\n",
+    "        (\"poloniex\", [\"USDT_BTC\", ]), \n",
+    "    ]:\n",
+    "    print(\"Running exchange {} for instrument {}\".format(source, symbols))\n",
+    "    data = latest_candles(source=source, symbols=symbols, frequency=\"5m\", frequency_count=1, quote_currency=\"BTC\")\n",
+    "    assert data.shape[0] == 1"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": null,