Adds BfxApi with seed_candles function

bfxapi/Client.py

@@ -1,7 +1,13 @@
+import asyncio
+
 from .websockets.BfxWebsocket import BfxWebsocket
+from .rest.BfxRest import BfxRest
 
 class Client:
-  def __init__(self, API_KEY=None, API_SECRET=None,
+  def __init__(self, API_KEY=None, API_SECRET=None, rest_host='https://api.bitfinex.com/v2',
-      host='wss://test.bitfinex.com/ws/2', *args, **kwargs):
+      ws_host='wss://api.bitfinex.com/ws/2', loop=None, logLevel='INFO', *args, **kwargs):
-    self.ws = BfxWebsocket(API_KEY=API_KEY, API_SECRET=API_SECRET, host=host, *args, **kwargs)
+    self.loop = loop or asyncio.get_event_loop()
-    self.rest = None # Eventually will be the rest interface
+    self.ws = BfxWebsocket(API_KEY=API_KEY, API_SECRET=API_SECRET, host=ws_host,
+        loop=self.loop, *args, **kwargs)
+    self.rest = BfxRest(API_KEY=API_KEY, API_SECRET=API_SECRET, host=rest_host,
+        loop=self.loop, *args, **kwargs)

bfxapi/examples/get_seed_trades.py

@@ -0,0 +1,16 @@
+import os
+import sys
+import asyncio
+sys.path.append('../')
+
+from bfxapi import Client
+
+bfx = Client(
+  logLevel='INFO'
+)
+
+async def get_seeds():
+  candles = await bfx.rest.get_seed_candles('tBTCUSD')
+  print (candles)
+
+asyncio.get_event_loop().run_until_complete(get_seeds())

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

bfxapi/websockets/GenericWebsocket.py

@@ -16,10 +16,10 @@ def is_json(myjson):
 
 class GenericWebsocket(object):
 
-  def __init__(self, host, logLevel='ERROR'):
+  def __init__(self, host, logLevel='INFO', loop=None):
     self.host = host
-    self.logger = CustomLogger('HFWebSocket', logLevel=logLevel)
+    self.logger = CustomLogger('BfxWebsocket', logLevel=logLevel)
-    self.loop = asyncio.get_event_loop()
+    self.loop = loop or asyncio.get_event_loop()
     self.events = EventEmitter(scheduler=asyncio.ensure_future, loop=self.loop)
 
   def run(self):
@@ -28,6 +28,7 @@ class GenericWebsocket(object):
   async def _main(self, host):
     async with websockets.connect(host) as websocket:
       self.ws = websocket
+      self.logger.info("Wesocket connectedt to {}".format(self.host))
       while True:
         await asyncio.sleep(0)
         message = await websocket.recv()