mirror of
https://github.com/aljazceru/bitfinex-api-py.git
synced 2025-12-19 14:54:21 +01:00
46 lines
1.6 KiB
Python
46 lines
1.6 KiB
Python
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', *args, **kwargs):
|
|
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
|