{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": { "ExecuteTime": { "end_time": "2018-03-02T13:59:06.716302Z", "start_time": "2018-03-02T13:59:06.040476Z" } }, "outputs": [], "source": [ "%load_ext autoreload\n", "%autoreload 2\n", "from datetime import datetime\n", "\n", "import pandas as pd\n", "\n", "# from libcryptomarket.core import candles, latest_candles, FREQUENCY_TO_SEC_DICT" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Candles" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "ExecuteTime": { "end_time": "2018-03-02T13:59:16.182130Z", "start_time": "2018-03-02T13:59:06.746957Z" }, "scrolled": true }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Running exchange for instrument LTC/BTC\n", "Running exchange for instrument BTC/USD\n", "Running exchange for instrument BTC/USD\n" ] } ], "source": [ "import libcryptomarket\n", "\n", "for source, symbol, frequency in [\n", " (libcryptomarket.poloniex(), \"LTC/BTC\", \"1d\"), \n", " (libcryptomarket.bitfinex2(), \"BTC/USD\", \"1d\"),\n", " (libcryptomarket.gdax(), \"BTC/USD\", \"1d\")]:\n", " print(\"Running exchange {} for instrument {}\".format(source, symbol))\n", " data = source.fetch_candles(\n", " symbol=symbol, start_time=pd.Timestamp(\"2017-12-15\"), end_time=pd.Timestamp(\"2017-12-31\"), frequency=frequency)\n", " assert data[\"start_time\"].iloc[0] == pd.Timestamp(\"2017-12-15\")\n", " assert data[\"end_time\"].iloc[-1] == pd.Timestamp(\"2017-12-31\")" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Latest candles" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import libcryptomarket\n", "\n", "for source, symbols in [\n", " (libcryptomarket.poloniex(), [\"LTC/BTC\", \"ETH/BTC\"]), \n", " (libcryptomarket.bitfinex2(), [\"BTC/USD\", \"ETH/USD\"]),\n", " (libcryptomarket.gdax(), [\"BTC/USD\", \"ETH/USD\"])\n", " ]:\n", " print(\"Running exchange {} for instrument {}\".format(source, symbols))\n", " data = source.fetch_latest_candles(source=source, symbols=symbols, frequency=\"5m\", frequency_count=1)\n", " assert data.shape[0] == 1" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## Latest candles with quote_currency" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [ "import libcryptomarket\n", "\n", "for source, symbols in [\n", " (libcryptomarket.poloniex(), [\"BTC/USDT\", ]), \n", " ]:\n", " print(\"Running exchange {} for instrument {}\".format(source, symbols))\n", " data = source.fetch_latest_candles(symbols=symbols, frequency=\"5m\", frequency_count=1, quote_currency=\"BTC\")\n", " assert data.shape[0] == 1" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.5.2" } }, "nbformat": 4, "nbformat_minor": 2 }