Files
bitfinex-api-py/bfxapi/examples/run_backtest.py
2018-11-16 14:39:35 +00:00

27 lines
537 B
Python

import sys
import time
sys.path.append('../')
from bfxapi.websockets.DataServerWebsocket import DataServerWebsocket
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)