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watcher-coinbaseUSD.py
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watcher-coinbaseUSD.py
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#!/usr/bin/python
#
# Coinorama/coinref: watch and store raw Coinbase 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 datetime
import traceback
import httplib
import coinwatcher
# Watcher class
class CoinbaseUSDWatcher (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.book = None
#self.book_fetch_full = True
#self.book_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['trade_id'] )
tvol = float ( t['size'] )
d = datetime.datetime.strptime ( t['time'], '%Y-%m-%dT%H:%M:%S.%fZ' )
tdate = float ( d.strftime('%s') ) - time.timezone
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 as e:
self.logger.write ( 'error buildData %s' % e )
return None
#if ( self.book_fetch_full ):
# self.book = book
# self.book_fetch_full = False
#else:
# book = self.book
try:
for b in book['bids']:
bprice = float ( b[0] )
bvol = float ( b[1] )
ed.bids.append ( [ bprice, bvol ] )
ed.total_bid += bprice * bvol
ed.bids.sort ( reverse=True )
for a in book['asks']:
aprice = float ( a[0] )
avol = float ( a[1] )
ed.asks.append ( [ aprice, avol ] )
ed.total_ask += avol
ed.asks.sort ( )
except Exception as e:
self.logger.write ( 'error buildData %s' % e )
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 as e:
self.logger.write ( 'error buildData %s' % e )
return None
return ed
def fetchData ( self ):
trades = '/products/BTC-USD/trades'
#book = '/products/BTC-USD/book?level=2'
#if ( (time.time() - self.book_stamp) > 30 ):
# self.book_fetch_full = True
# book = '/products/BTC-USD/book?level=3'
# self.book_stamp = time.time ( )
book = '/products/BTC-USD/book?level=3'
ed = coinwatcher.CoinWatcher.fetchData ( self, httplib.HTTPSConnection, 'api.exchange.coinbase.com', book, trades )
return ed
#
#
# main program
#
if __name__ == "__main__":
coinwatcher.main ( 'Coinbase-USD', 'coinbaseUSD', CoinbaseUSDWatcher )