Python implementation of OHLCV aggregation method #751
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for bitfinex. Next update will be to handle multiple subscriptions
order book building
books now print in standard ccxt format, with the timestamps calculated at the very start
just ignores the subscription, and returns the latest order book in memory for the exchange
to implement get order books for gdax
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Tons of thanks! |
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@bitsol merging it now, in progress. |
that proxy selected, as was noticing proxy changing errors when using multiple proxies, and them being set in fetch2.
update from master
with multiple objects operating asyncronously
update from master
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It would be great to have the websocket stuff on a separate branch & PR, for others to look at and consider using and contributing to. |
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I believe I've separated out just the websocket work at https://github.com/fuzzyTew/ccxt/tree/websockets . Haven't reviewed it to see how much more work is needed. It at least needs to be ported to javascript. |
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It looks like samholt copied the python base exchange class, deleted the rest-api methods, and added in websocket-api methods. I'm thinking it might be more DRY to factor the rest/websocket-api functions out of the exchange base class and put them into differently named utility classes. Then exchange implementations can include one or more utility classes if they need, or perhaps even query to see if different utility classes exist on their platform to determine what functionality to advertise. This would make things like generalized tcp streams or platform-specific pusher implementations reasonable in the future. I found some old chat logs discussing this in a very general way ... is there some chat where ccxt development is discussed? |
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@fuzzyTew, sure: |
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Merged OHLCV functions in #894 |
Direct port from: https://github.com/ccxt/ccxt/pull/695/files
( Also is the Websockets WIP (Async) in python, however feel free to exclude this. )