Adds BfxApi with seed_candles function

bfxapi/rest/BfxRest.py

@@ -0,0 +1,44 @@
+import asyncio
+import aiohttp
+import time
+import json
+
+from ..utils.CustomLogger import CustomLogger
+
+class BfxRest:
+
+  def __init__(self, API_KEY, API_SECRET, host='https://api.bitfinex.com/v2', loop=None, logLevel='INFO'):
+    self.loop = loop or asyncio.get_event_loop()
+    self.host = host
+    self.logger = CustomLogger('BfxRest', logLevel=logLevel)
+
+  async def fetch(self, endpoint):
+    url = '{}/{}'.format(self.host, endpoint)
+    async with aiohttp.ClientSession() as session:
+      async with session.get(url) as resp:
+        text =  await resp.text()
+        if resp.status is not 200:
+          raise Exception('Unable to seed trades. Received status {} - {}'
+            .format(resp.status, text))
+        return json.loads(text)
+
+  async def get_seed_candles(self, symbol):
+    endpoint = 'candles/trade:1m:{}/hist?limit=5000&_bfx=1'.format(symbol)
+    time_difference = (1000 * 60) * 5000
+    # get now to the nearest min
+    now = int(round((time.time() // 60 * 60) * 1000))
+    task_batch = []
+    for x in range(0, 10):
+      start = x * time_difference
+      end = now - (x * time_difference) - time_difference
+      e2 = endpoint + '&start={}&end={}'.format(start, end)
+      task_batch += [asyncio.ensure_future(self.fetch(e2))]
+    self.logger.info("Downloading seed candles from Bitfinex...")
+    # call all fetch requests async
+    done, _ = await asyncio.wait(*[ task_batch ])
+    candles = []
+    for task in done:
+      candles += task.result()
+    candles.sort(key=lambda x: x[0], reverse=True)
+    self.logger.info("Downloaded {} candles.".format(len(candles)))
+    return candles