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watcher-bitfinexUSD.py
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watcher-bitfinexUSD.py
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#!/usr/bin/python
#
# Coinorama/coinref: watch and store raw Bitfinex USD 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 httplib
import coinwatcher
# Watcher class
class BitfinexUSDWatcher (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
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'] )
tvol = float ( t['amount'] )
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 = float ( t['price'] )
except Exception:
self.logger.write ( 'error: buildData() failed with trades\n' + str(traceback.format_exc()) )
return None
try:
for b in book['bids']:
bprice = float ( b['price'] )
bvol = float ( b['amount'] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['asks']:
aprice = float ( a['price'] )
avol = float ( a['amount'] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception:
self.logger.write ( 'error: buildData() failed with 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]
except Exception:
self.logger.write ( 'error: buildData() failed with ticker\n' + str(traceback.format_exc()) )
return None
return ed
def fetchData ( self ):
trades = '/v1/trades/btcusd?timestamp=%d' % int ( self.mostRecentTransaction )
ed = coinwatcher.CoinWatcher.fetchData ( self, httplib.HTTPSConnection, 'api.bitfinex.com', '/v1/book/btcusd', trades )
return ed
#
#
# main program
#
if __name__ == "__main__":
coinwatcher.main ( 'Bitfinex-USD', 'bitfinexUSD', BitfinexUSDWatcher )