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separate calling ticker api from parsing the result

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Janne Sinivirta 2017-09-09 12:26:33 +03:00
parent 52bda0f886
commit 00400d906d
1 changed files with 18 additions and 8 deletions
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26
analyze.py
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@ -13,13 +13,10 @@ logging.basicConfig(level=logging.DEBUG,
logger = logging.getLogger(__name__)
def get_ticker_dataframe(pair: str) -> DataFrame:
def get_ticker(pair: str, minimum_date: arrow.Arrow) -> dict:
"""
Analyses the trend for the given pair
:param pair: pair as str in format BTC_ETH or BTC-ETH
:return: DataFrame
Request ticker data from Bittrex for a given currency pair
"""
minimum_date = arrow.now() - timedelta(hours=6)
url = 'https://bittrex.com/Api/v2.0/pub/market/GetTicks'
headers = {
'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36',
@ -32,6 +29,15 @@ def get_ticker_dataframe(pair: str) -> DataFrame:
data = requests.get(url, params=params, headers=headers).json()
if not data['success']:
raise RuntimeError('BITTREX: {}'.format(data['message']))
return data
def parse_ticker_dataframe(ticker: list, minimum_date: arrow.Arrow) -> DataFrame:
"""
Analyses the trend for the given pair
:param pair: pair as str in format BTC_ETH or BTC-ETH
:return: DataFrame
"""
data = [{
'close': t['C'],
@ -40,7 +46,7 @@ def get_ticker_dataframe(pair: str) -> DataFrame:
'high': t['H'],
'low': t['L'],
'date': t['T'],
} for t in sorted(data['result'], key=lambda k: k['T']) if arrow.get(t['T']) > minimum_date]
} for t in sorted(ticker, key=lambda k: k['T']) if arrow.get(t['T']) > minimum_date]
dataframe = DataFrame(json_normalize(data))
dataframe['close_30_ema'] = ta.EMA(dataframe, timeperiod=30)
@ -89,7 +95,9 @@ def get_buy_signal(pair: str) -> bool:
:param pair: pair in format BTC_ANT or BTC-ANT
:return: True if pair is underpriced, False otherwise
"""
dataframe = get_ticker_dataframe(pair)
minimum_date = arrow.now() - timedelta(hours=6)
data = get_ticker(pair, minimum_date)
dataframe = parse_ticker_dataframe(data['result'], minimum_date)
dataframe = populate_trends(dataframe)
latest = dataframe.iloc[-1]
@ -150,7 +158,9 @@ if __name__ == '__main__':
pair = 'BTC_ANT'
#for pair in ['BTC_ANT', 'BTC_ETH', 'BTC_GNT', 'BTC_ETC']:
# get_buy_signal(pair)
dataframe = get_ticker_dataframe(pair)
minimum_date = arrow.now() - timedelta(hours=6)
data = get_ticker(pair, minimum_date)
dataframe = parse_ticker_dataframe(data['result'], minimum_date)
dataframe = populate_trends(dataframe)
plot_dataframe(dataframe, pair)
time.sleep(60)