Merge remote-tracking branch 'origin/master' into new-candle-drivers

jesse/modes/import_candles_mode/drivers/__init__.py

@@ -2,6 +2,7 @@ from .binance import Binance
 from .binance_futures import BinanceFutures
 from .bitfinex import Bitfinex
 from .coinbase import Coinbase
+from .coincap import Coincap
 from .testnet_binance_futures import TestnetBinanceFutures
 
 drivers = {
@@ -10,4 +11,5 @@ drivers = {
     'Testnet Binance Futures': TestnetBinanceFutures,
     'Bitfinex': Bitfinex,
     'Coinbase': Coinbase,
+    'Coincap': Coincap,
 }

jesse/modes/import_candles_mode/drivers/coincap.py

@@ -0,0 +1,117 @@
+import requests
+
+import jesse.helpers as jh
+from jesse import exceptions
+from .interface import CandleExchange
+
+
+class Coincap(CandleExchange):
+
+    def __init__(self):
+        super().__init__('Coincap', 1440, 0.1)
+        self.endpoint = 'https://api.coincap.io/v2/'
+
+    def init_backup_exchange(self):
+        self.backup_exchange = None
+
+    def get_starting_time(self, symbol: str):
+
+        symbol_splited = symbol.split('-')
+
+
+        baseId = self.find_symbol_id(symbol_splited[0])
+        quoteId = self.find_symbol_id(symbol_splited[1])
+
+        payload = {
+            'interval': 'd1',
+            'exchange': 'binance',
+            'baseId': baseId,
+            'quoteId': quoteId,
+
+        }
+
+        response = requests.get(self.endpoint + 'candles', params=payload)
+        self._handle_errors(response)
+        data = response.json()['data']
+
+        # wrong symbol entered
+        if not len(data):
+            raise ValueError("No candles received to determine start_date.")
+
+        first_timestamp = int(data[0]['period'])
+        second_timestamp = first_timestamp + 60_000 * 1440
+
+        return second_timestamp
+
+    def fetch(self, symbol, start_timestamp):
+
+        end_timestamp = start_timestamp + (self.count - 1) * 60000
+
+        symbol_splited = symbol.split('-')
+
+
+        baseId = self.find_symbol_id(symbol_splited[0])
+        quoteId = self.find_symbol_id(symbol_splited[1])
+
+        payload = {
+            'start': start_timestamp,
+            'end': end_timestamp,
+            'interval': 'm1',
+            'exchange': 'binance',
+            'baseId': baseId,
+            'quoteId': quoteId,
+
+        }
+
+        response = requests.get(self.endpoint + 'candles', params=payload)
+        self._handle_errors(response)
+
+        data = response.json()['data']
+        candles = []
+
+        for d in data:
+            candles.append({
+                'id': jh.generate_unique_id(),
+                'symbol': symbol,
+                'exchange': self.name,
+                'timestamp': int(d['period']),
+                'open': float(d['open']),
+                'close': float(d['close']),
+                'high': float(d['high']),
+                'low': float(d['low']),
+                'volume': float(d['volume'])
+            })
+
+        return candles
+
+    def find_symbol_id(self, symbol):
+
+        payload = {
+            'search': symbol,
+            'limit': 1
+        }
+
+        response = requests.get(self.endpoint + 'assets', params=payload)
+        self._handle_errors(response)
+        data = response.json()['data']
+
+        if not data:
+            raise exceptions.SymbolNotFound("No asset found for {}. You're probably misspelling the symbol name.".format(symbol))
+
+        return data[0]['id']
+
+    @staticmethod
+    def _handle_errors(response):
+
+        first_digit_code = int(str(response.status_code)[0])
+
+        # Exchange In Maintenance
+        if first_digit_code == 5:
+            raise exceptions.ExchangeInMaintenance('Server ERROR. Please try again later')
+
+        # unsupported user params
+        if first_digit_code == 4:
+            raise ValueError(response.json()['error'])
+
+        if response.status_code != 200:
+            raise Exception(response.content)