libcryptomarket/notebooks/Candles.ipynb

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    "%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",
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   "metadata": {
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     "text": [
      "Running exchange <ccxt.poloniex.poloniex object at 0x7fe1ff38a6d8> for instrument LTC/BTC\n",
      "Running exchange <ccxt.bitfinex2.bitfinex2 object at 0x7fe1d3009240> for instrument BTC/USD\n",
      "Running exchange <ccxt.gdax.gdax object at 0x7fe1d3013470> 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": []
  }
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