libcryptomarket/notebooks/Candles.ipynb

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%load_ext autoreload
%autoreload 2
from datetime import datetime

import pandas as pd

# from libcryptomarket.core import candles, latest_candles, FREQUENCY_TO_SEC_DICT

Candles

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import libcryptomarket

for source, symbol, frequency in [
        (libcryptomarket.poloniex(), "LTC/BTC", "1d"), 
        (libcryptomarket.bitfinex2(), "BTC/USD", "1d"),
        (libcryptomarket.gdax(), "BTC/USD", "1d")]:
    print("Running exchange {} for instrument {}".format(source, symbol))
    data = source.fetch_candles(
        symbol=symbol, start_time=pd.Timestamp("2017-12-15"), end_time=pd.Timestamp("2017-12-31"), frequency=frequency)
    assert data["start_time"].iloc[0] == pd.Timestamp("2017-12-15")
    assert data["end_time"].iloc[-1] == pd.Timestamp("2017-12-31")

Running exchange <ccxt.poloniex.poloniex object at 0x7fe1ff38a6d8> for instrument LTC/BTC
Running exchange <ccxt.bitfinex2.bitfinex2 object at 0x7fe1d3009240> for instrument BTC/USD
Running exchange <ccxt.gdax.gdax object at 0x7fe1d3013470> for instrument BTC/USD

Latest candles

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import libcryptomarket

for source, symbols in [
        (libcryptomarket.poloniex(), ["LTC/BTC", "ETH/BTC"]), 
        (libcryptomarket.bitfinex2(), ["BTC/USD", "ETH/USD"]),
        (libcryptomarket.gdax(), ["BTC/USD", "ETH/USD"])
    ]:
    print("Running exchange {} for instrument {}".format(source, symbols))
    data = source.fetch_latest_candles(source=source, symbols=symbols, frequency="5m", frequency_count=1)
    assert data.shape[0] == 1

Latest candles with quote_currency

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import libcryptomarket

for source, symbols in [
        (libcryptomarket.poloniex(), ["BTC/USDT", ]), 
    ]:
    print("Running exchange {} for instrument {}".format(source, symbols))
    data = source.fetch_latest_candles(symbols=symbols, frequency="5m", frequency_count=1, quote_currency="BTC")
    assert data.shape[0] == 1

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