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added bitmex

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materemias
2018-03-04 12:08:26 +01:00
committed by GitHub
parent c1c3741ac4
commit 9399ff67d1
1 changed files with 22 additions and 0 deletions
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libcryptomarket/candle/exchanges.py
+22
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@@ -96,3 +96,25 @@ def gdax_candles(source, symbol, start_time, end_time, frequency,
seconds=FREQUENCY_TO_SEC_DICT[frequency])
return data
def bitmex_candles(source, symbol, start_time, end_time, frequency,
**kwargs):
"""Bitmex candles.
"""
data = source.public_get_trade_bucketed(params={
"symbol": symbol,
"startTime": start_time.isoformat(),
"endTime": end_time.isoformat(),
"binSize": frequency
})
data = pd.DataFrame(data).rename(columns={
'timestamp': 'start_time'})
data.loc[:, 'start_time'] = data['start_time'].apply(
lambda x: pd.to_datetime(x))
data['end_time'] = data['start_time'] + pd.DateOffset(
seconds=FREQUENCY_TO_SEC_DICT[frequency])
return data