Added historical price query on cryptocompare.

README.md

@@ -1,13 +1,13 @@
 # libcryptomarket: Powerful cryptocurrency market analysis toolkit
 
--------------------
-
 ## Objective
 
 The library is for researchers to analysis cryptocurrency in a fast and
-flexible way. Currently there are different source of API to get the 
+flexible way. Currently there are different source of API to get the
 cryptocurrency market information. The sources are from websites which provides
-a general comparative information among the currencies and from exchanges.
+a general comparative information among the currencies and from exchanges. The
+target is to normalize the API functions from data source, and let the users
+query the data without pain.
 
 
 ## Prerequisite
@@ -37,8 +37,25 @@ from libcryptomarket.instrument import get_instruments
 instruments = get_instruments()
 ```
 
+### Historical
+
+Run
+
+```
+from libcryptomarket.historical import get_historical_prices
+
+prices = get_historical_prices(symbol='LTCBTC',
+                               exchange='Poloniex',
+                               period="hour",
+                               limit=4000).set_index(['r_time'])
+```
+
+Then you can get historical price in ascending order seamlessly, even though
+the limit has exceeded the source limit. The application helps continue
+querying until the data reaches the requirements.
+
 ## Contribution
 
 The project is targeting as a core but generic toolkit to query cryptocurrency
-market, so we are happy if you join to contribute and make it better. Please 
+market, so we are happy if you join to contribute and make it better. Please
 do not hesitate to contact us (gavincyi at gmail dot com).

libcryptomarket/api/cryptocompare_api.py

@@ -1,7 +1,9 @@
 #!/bin/python
 import requests
+import json
+from datetime import datetime
 
-API_URL = "https://www.cryptocompare.com/api/data/"
+API_URL = "https://min-api.cryptocompare.com/data/"
 
 
 class CryptocompareCoinlist:
@@ -30,9 +32,54 @@ class CryptocompareCoinlist:
         self.r_url = kwargs['Url'] or ''
 
 
+class CryptocompareHisto:
+    """Cryptocompare histo.
+    """
+
+    def __init__(self, **kwargs):
+        """Constructor.
+        """
+        self.r_close = float(kwargs['close'])
+        self.r_high = float(kwargs['high'])
+        self.r_low = float(kwargs['low'])
+        self.r_open = float(kwargs['open'])
+        self.r_time = datetime.fromtimestamp(int(kwargs['time']))
+        self.r_volumefrom = float(kwargs['volumefrom'])
+        self.r_volumeto = float(kwargs['volumeto'])
+
+
 def get_coinlist():
     """Return general info for all coins available.
     """
     url = API_URL + "coinlist"
 
     return requests.get(url).json()
+
+def get_histo(period, fsym, tsym, e, limit=None, toTs=None):
+    """Return historical prices.
+
+    :param period: Period, one of the values of "minute", "hour" and "day".
+    :param fsym: From symbol.
+    :param tsym: To symbol.
+    :param e: Exchange name.
+    :param limit: Limit of return data. Default is None.
+    :param toTs: To timestamp. Default is None.
+    """
+    valid_list = ["minute", "hour", "day"]
+    if period not in valid_list:
+        raise ValueError("Period must be in {0}".format(', '.join(valid_list)))
+
+    url = API_URL + "histo" + period
+    params = {
+        "fsym": fsym,
+        "tsym": tsym,
+        "e": e
+    }
+
+    if limit is not None:
+        params["limit"] = limit
+
+    if toTs is not None:
+        params["toTs"] = toTs
+
+    return requests.get(url, params=params).json()

libcryptomarket/historical.py

@@ -0,0 +1,77 @@
+from functools import partial
+
+import pandas as pd
+
+from libcryptomarket.api.cryptocompare_api import (
+    get_histo, CryptocompareHisto
+)
+
+def get_historical_prices(source='cryptocompare', symbol=None, exchange=None,
+                          period=None, limit=0, from_time=None, to_time=None):
+    """Get historical prices.
+
+    :param source: Source of data.
+    :param symbol: Symbol. Default is None.
+    :param exchange: Exchange. Default is None.
+    :param period: Data frequency. Default is None, which follows the source
+                   default value.
+    :param limit: Limit of records. Default is 0, which follows the source
+                  default value.
+    :param from_time: From time. Default is None, which follows the source
+                      default value.
+    :param to_time: To time. Default is None, which follows the source default
+                    value.
+    """
+    if source == 'cryptocompare':
+        if period is None:
+            raise ValueError("Input parameter period cannot be None.")
+
+        if exchange is None:
+            raise ValueError("Input parameter exchange cannot be None.")
+
+        if ((limit > 0) +
+            ((from_time is not None) or (to_time is not None)) > 1):
+            raise ValuError("Only accept input parameter limit, or from_time"
+                            " and to_time pair.")
+
+        # Parse from (first 3) and to (last 3) symbol from the parameter
+        # symbol.
+        from_sym = symbol[:3]
+        to_sym = symbol[3:6]
+
+        func = partial(get_histo, period=period, fsym=from_sym, tsym=to_sym,
+                       e=exchange)
+
+        data = []
+        if limit > 0:
+            to_time = 0
+
+            while limit > 0:
+                if to_time == 0:
+                    response = func(limit=limit)['Data']
+                else:
+                    response = func(limit=limit, toTs=to_time)['Data']
+
+                if len(response) == 0:
+                    # Terminate if no further response
+                    limit = 0
+                else:
+                    data += response
+                    limit -= len(response)
+                    to_time = response[0]['time'] - 1
+
+        elif from_time is not None or to_time is not None:
+            raise NotImplementedError()
+        else:
+            data += func()['Data']
+
+        data = pd.DataFrame([CryptocompareHisto(**e).__dict__ for e in data])
+        return data.sort_values(['r_time'])
+    else:
+        raise ValueError("No source is called {0}".format(source))
+
+
+
+
+
+