import sys import time sys.path.append('../') from bfxapi.websockets.DataServerWebsocket import DataServerWebsocket ''' This script requires you to run an instance of the bfx-hf-data-server on port 8899. For more info on how to setup the data-server please visit: https://github.com/bitfinexcom/bfx-hf-data-server ''' ws = DataServerWebsocket( symbol='tBTCUSD', host='ws://localhost:8899' ) @ws.on('new_candle') def candle(candle): print ("Backtest candle: {}".format(candle)) @ws.on('new_trade') def trade(trade): print ("Backtest trade: {}".format(trade)) @ws.on('done') def finish(): print ("Backtest complete!") now = int(round(time.time() * 1000)) then = now - (1000 * 60 * 60 * 24 * 2) # 2 days ago ws.run(then, now)