uber get update

tradingfeatures/bitmex_fundings.py

@@ -14,7 +14,7 @@ def get_(self, address, query):
         # Bitmex remaining limit
         if 'x-ratelimit-remaining' in r.headers:
             if int(r.headers['x-ratelimit-remaining']) <= 1:
-                print('sleeping...')
+                print('bitmex api is sleeping...')
                 time.sleep(61)
         return r
 

tradingfeatures/bitstamp.py

@@ -6,15 +6,29 @@
 
 class bitstamp:
 
-    def test(self, start=1364778000, end=time.time()):
+    def binance_get(self, start=1484778000, end=int(time.time())):
+        start, end = (start*1000), (end*1000)
+        currency_pair = 'BTCUSDT'
+        add = '/api/v3/klines'
+        address = 'https://api.binance.com' + add
+        query = {'symbol': currency_pair, 'interval': '1h', 'startTime': start, 'endTime': end, 'limit': 1000}
+
+        r = requests.get(address, params=query)
+
+        result = r.json()
+
+        df = pd.DataFrame(result, columns=['open_time', 'open', 'high', 'low', 'close', 'volume', 'close_time', 'quote_asset_volume',
+                                    'number_of_trades', 'taker_base_asset_volume', 'taker_quote_asset_volume', 'ignore'])
+
+        print('debug')
+
+    def get(self, start=1364778000, end=int(time.time()), query=None):
         currency_pair = 'btcusd'
         address = f'https://www.bitstamp.net/api/v2/ohlc/{currency_pair}/'
-        # query = {'start': , 'end': , 'step': 3600, 'limit': 1000}
-        query = {'start': start, 'end': end, 'step': 3600, 'limit': 1000}
 
-        return self.get_(address, query)
-
-    def get_(self, address, query):
+        if query is None:
+            query = {'start': start, 'end': end, 'step': 3600, 'limit': 1000}        
+        
         r = requests.get(address, params=query)
         if r.status_code != 200:    # Bad response handler
             print(r.json())
@@ -23,12 +37,15 @@ def get_(self, address, query):
         result = r.json()['data']['ohlc']
 
         df = pd.DataFrame(result)   # fix index
+        df = df.astype(float)
+        df['timestamp'] = df['timestamp'].astype(int)
+
         # df['date'] = pd.to_datetime(df['timestamp'], unit='s', utc=True)
         # datetime.utcfromtimestamp(1364778000)
 
         return df
 
-    def get_hist(self, timestamp='1h', start=1364778000, end=int(time.time()), symbol='tBTCUSD'):
+    def get_hist(self, timestamp='1h', start=1364778000, end=int(time.time())):
         # if timeframe not in self.times_dict:
         #     raise Exception('enter a valid timeframe')
 
@@ -46,7 +63,7 @@ def get_hist(self, timestamp='1h', start=1364778000, end=int(time.time()), symbo
             start_batch = start + (interval*i*per_step)
             end_batch = start_batch + (interval*per_step)
             try:
-                df_temp = self.test(start=str(start_batch), end=str(end_batch))
+                df_temp = self.get(start=str(start_batch), end=str(end_batch))
             except:
                 print('hata!', start_batch, end_batch)
                 if steps <= 1: return None
@@ -79,3 +96,7 @@ def update(self, path=None):
         df_final = df_final[~df_final.index.duplicated(keep='first')]
 
         df_final.to_csv(path)
+
+# bitstamp = bitstamp()
+# bitstamp.binance_get()
+# bitstamp.get_hist()

tradingfeatures/main.py

@@ -35,17 +35,19 @@ def __init__(self):
         self.columns = ['open', 'low', 'high', 'close', 'volume']
         self.columns_final = ['close', 'low', 'high', 'volume', 'fundingRate']
 
-    def get(self, limit=10000):
-        df_bitfinex = self.bitfinex.get(10000)
-        df_bitmex = self.bitmex.get_funding_rates(save_csv=False)
+    def get(self, limit=1000):
+        df_bitfinex = self.bitfinex.get(10000).set_index('timestamp')
+        df_bitstamp = self.bitstamp.get(query={'step': 3600, 'limit': 1000}).set_index('timestamp')
+        # df_bitmex = self.bitmex.get_funding_rates(save_csv=False)
 
-        merged = self.bitmex.price_funding_merger(df_bitfinex, df_bitmex)
+        self.df1_updated = df_bitfinex[-limit:]
+        self.df2_updated = df_bitstamp[-limit:]
 
-        merged = merged[self.columns]
+        merged = self.uber_get(save=False, update=True, fundings=True)        
 
         return merged.to_numpy()
 
-    def uber_get(self, path, fundings=False, date=True, save=True, update=False):
+    def uber_get(self, path='', fundings=False, date=True, save=True, update=False):
         if update:
             df1 = self.df1_updated
             df2 = self.df2_updated