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watcher-bitfinexLTC.py
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watcher-bitfinexLTC.py
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#!/usr/bin/python
#
# Coinorama/coinref: watch and store raw Bitfinex LTC market info
#
# This file is part of Coinorama <http://coinorama.net>
#
# Copyright (C) 2013-2016 Nicolas BENOIT
#
# This program is free software: you can redistribute it and/or modify
# it under the terms of the GNU Affero General Public License as published by
# the Free Software Foundation, either version 3 of the License, or
# (at your option) any later version.
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Affero General Public License for more details.
#
# You should have received a copy of the GNU Affero General Public License
# along with this program. If not, see <http://www.gnu.org/licenses/>.
#
import time
import traceback
import json
import httplib
import coinwatcher
# Watcher class
class BitfinexLTCWatcher (coinwatcher.CoinWatcher) :
def __init__ ( self, shortname, with_coinrefd, logger ):
coinwatcher.CoinWatcher.__init__ ( self, shortname, with_coinrefd, logger )
self.mostRecentTransaction = ( time.time() - 1 )
self.mostRecentTransactionID = 0
self.mostRecentPrice = 0
self.LTC_USD_rate = 8.0
self.LTC_USD_stamp = 0
def buildData ( self, book, trades, lag ):
ed = coinwatcher.ExchangeData ( )
mostRecentID = self.mostRecentTransactionID
mostRecentDate = 0
mostRecentPrice = self.mostRecentPrice
try:
for t in trades:
tid = int ( t['tid'] )
tprice = float ( t['price'] )
tvol = tprice * float ( t['amount'] ) # amount is LTC, convert to BTC using price
tdate = float ( t['timestamp'] )
if ( ( tid > self.mostRecentTransactionID ) and ( tdate > self.epoch ) ):
ed.volume += tvol
ed.nb_trades += 1
if ( tid > mostRecentID ):
mostRecentID = tid
mostRecentDate = tdate
mostRecentPrice = 1 / tprice # trade pair must be inverted ltcbtc -> btcltc
except Exception:
self.logger.write ( 'error buildData trades\n' + str(traceback.format_exc()) )
return None
try: # bids and asks are inverted (ltcbtc -> btcltc)
for b in book['asks']:
bprice = 1 / float ( b['price'] ) # trade pair must be inverted ltcbtc -> btcltc
bvol = float ( b['price'] ) * float ( b['amount'] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['bids']:
aprice = 1 / float ( a['price'] ) # trade pair must be inverted ltcbtc -> btcltc
avol = float ( a['price'] ) * float ( a['amount'] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error buildData book\n' + str(traceback.format_exc()) )
return None
try:
if ( mostRecentID != 0 ):
self.mostRecentPrice = mostRecentPrice
if ( self.mostRecentPrice == 0 ):
self.mostRecentPrice = ed.bids[0][0]
if ( mostRecentID != 0 ):
self.mostRecentTransactionID = mostRecentID
self.mostRecentTransaction = mostRecentDate
ed.rate = self.mostRecentPrice
ed.lag = lag
ed.ask_value = ed.asks[0][0]
ed.bid_value = ed.bids[0][0]
ed.USD_conv_rate = self.LTC_USD_rate
except Exception:
self.logger.write ( 'error buildData ticker\n' + str(traceback.format_exc()) )
return None
return ed
def fetchData ( self ):
if ( (time.time()-self.LTC_USD_stamp) > 60.0 ): # get USD/LTC rate every minute
try:
connection = httplib.HTTPSConnection ( 'api.bitfinex.com', timeout=5 )
connection.request ( 'GET', '/v1/pubticker/ltcusd' )
r = connection.getresponse ( )
if ( r.status == 200 ):
ticker_txt = r.read ( )
ticker_json = json.loads ( ticker_txt )
rate = float ( ticker_json['last_price'] )
if ( rate > 0 ):
self.LTC_USD_rate = rate
self.LTC_USD_stamp = time.time ( )
else:
self.logger.write ( 'error LTC_USD http %d' % r.status )
connection.close ( )
except Exception:
self.logger.write ( 'error LTC_USD\n' + str(traceback.format_exc()) )
pass
trades = '/v1/trades/ltcbtc?timestamp=%d' % int ( self.mostRecentTransaction )
ed = coinwatcher.CoinWatcher.fetchData ( self, httplib.HTTPSConnection, 'api.bitfinex.com', '/v1/book/ltcbtc', trades )
return ed
#
#
# main program
#
if __name__ == "__main__":
coinwatcher.main ( 'Bitfinex-LTC', 'bitfinexLTC', BitfinexLTCWatcher )