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Original file line number | Diff line number | Diff line change |
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import logging | ||
import requests | ||
import datetime | ||
import pickle | ||
import os | ||
from typing import Any, Dict, List, Optional | ||
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from fake_useragent import UserAgent | ||
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class CapitolTrades(): | ||
"""A class for interacting with the API which supports https://capitoltrades.com.""" | ||
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def __init__(self, window=100): | ||
"""init varz""" | ||
self.__url = "https://bff.capitoltrades.com" | ||
self.__ua = UserAgent() | ||
self.__session = requests.Session() | ||
self.__session.get("https://bff.capitoltrades.com/trades") | ||
self.__pkl_path = "data/trades.pkl" | ||
self.window = window # days before today of trades to consider | ||
self.data = None | ||
try: | ||
self.update_data() | ||
except Exception as e: | ||
raise Exception("Error initializing: " + str(e)) | ||
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def __get_headers(self) -> Dict[str, Any]: | ||
"""Generates headers for the Capitol Trades API.""" | ||
return { | ||
"User-Agent": self.__ua.random, | ||
"Accept": "application/json, text/plain, */*", | ||
"Accept-Language": "en-US,en;q=0.5", | ||
"Content-Type": "application/json", | ||
"Origin": "https://bff.capitoltrades.com", | ||
"DNT": "1", | ||
"Connection": "keep-alive", | ||
"Referer": "https://bff.capitoltrades.com/", | ||
"Sec-Fetch-Dest": "empty", | ||
"Sec-Fetch-Mode": "cors", | ||
"Sec-Fetch-Site": "same-site", | ||
"Sec-GPC": "1", | ||
"Cache-Control": "max-age=0", | ||
"TE": "trailers", | ||
} | ||
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def __get_data(self) -> Optional[Dict]: | ||
"""Gather trading data from https://capitoltrades.com""" | ||
script_dir = os.path.dirname(__file__) | ||
if os.path.isfile(os.path.join(script_dir, self.__pkl_path)): | ||
print("Getting seed data from pickle file.") | ||
with open(os.path.join(script_dir, self.__pkl_path), "rb") as fp: | ||
return pickle.load(fp) | ||
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today = datetime.datetime.utcnow().date() | ||
print("Getting seed data on", today) | ||
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seed_data = [] | ||
page_num = 1 | ||
paginating = True | ||
while paginating: | ||
params = ( | ||
("page", page_num), | ||
# 100 is the max return size of the API. | ||
("pageSize", 100), | ||
) | ||
r = self.__session.get( | ||
self.__url + "/trades", | ||
headers=self.__get_headers(), | ||
params=params, | ||
) | ||
r.raise_for_status() | ||
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response_json = r.json() | ||
data = response_json["data"] | ||
seed_data.extend(data) | ||
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days_difference = float('inf') | ||
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if data: | ||
pubDate = datetime.datetime.strptime(data[-1]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_difference = (today - pubDate).days | ||
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if len(seed_data) >= response_json["meta"]["paging"]["totalItems"] or not data or days_difference > self.window: | ||
paginating = False | ||
else: | ||
page_num += 1 | ||
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print(f"Got {len(seed_data)} trade records.") | ||
script_dir = os.path.dirname(__file__) | ||
with open(os.path.join(script_dir, self.__pkl_path), "wb") as fp: | ||
pickle.dump(seed_data, fp) | ||
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return seed_data | ||
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def update_data(self): | ||
today = datetime.datetime.utcnow().date() | ||
print("Updating data on", today) | ||
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if not self.data: | ||
self.data = self.__get_data() | ||
else: | ||
latestPubDate = datetime.datetime.strptime(self.data[0]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
new_data = [] | ||
page_num = 1 | ||
paginating = True | ||
while paginating: | ||
params = ( | ||
("page", page_num), | ||
# 100 is the max return size of the API. | ||
("pageSize", 100), | ||
) | ||
r = self.__session.get( | ||
self.__url + "/trades", | ||
headers=self.__get_headers(), | ||
params=params, | ||
) | ||
r.raise_for_status() | ||
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response_json = r.json() | ||
data = response_json["data"] | ||
new_data.extend(data) | ||
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days_difference_window = float('inf') # for if window is in data | ||
days_difference_data = -1 # for if we already have this data | ||
if data: | ||
pubDate = datetime.datetime.strptime(data[-1]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_difference_window = (today - pubDate).days | ||
days_difference_data = (pubDate - latestPubDate).days | ||
print(days_difference_window, days_difference_data) | ||
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if len(new_data) >= response_json["meta"]["paging"]["totalItems"] or not data or days_difference_window > self.window or days_difference_data <= 0: | ||
paginating = False | ||
else: | ||
page_num += 1 | ||
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print(len(new_data), len(self.data)) | ||
# merge new_data with existing data and remove stale data | ||
seen = set() | ||
merged_data = [] | ||
for item in new_data + self.data: | ||
pubDate = datetime.datetime.strptime(item['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_diff = (today - pubDate).days | ||
if item["_txId"] not in seen and days_diff <= self.window: | ||
seen.add(item["_txId"]) | ||
merged_data.append(item) | ||
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print(f"Merged {len(new_data)} new records and {len(self.data)} old records into {len(merged_data)} total records.") | ||
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script_dir = os.path.dirname(__file__) | ||
with open(os.path.join(script_dir, self.__pkl_path), "wb") as fp: | ||
pickle.dump(merged_data, fp) | ||
self.data = merged_data | ||
|
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Original file line number | Diff line number | Diff line change |
---|---|---|
@@ -1,155 +0,0 @@ | ||
import logging | ||
import requests | ||
import datetime | ||
import pickle | ||
import os | ||
from typing import Any, Dict, List, Optional | ||
|
||
from fake_useragent import UserAgent | ||
|
||
class CapitolTrades(): | ||
"""A class for interacting with the API which supports https://capitoltrades.com.""" | ||
|
||
def __init__(self, window=100): | ||
"""init varz""" | ||
self.__url = "https://bff.capitoltrades.com" | ||
self.__ua = UserAgent() | ||
self.__session = requests.Session() | ||
self.__session.get("https://bff.capitoltrades.com/trades") | ||
self.__pkl_path = "data/trades.pkl" | ||
self.window = window # days before today of trades to consider | ||
self.data = None | ||
try: | ||
self.update_data() | ||
except Exception as e: | ||
raise Exception("Error initializing: " + str(e)) | ||
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def __get_headers(self) -> Dict[str, Any]: | ||
"""Generates headers for the Capitol Trades API.""" | ||
return { | ||
"User-Agent": self.__ua.random, | ||
"Accept": "application/json, text/plain, */*", | ||
"Accept-Language": "en-US,en;q=0.5", | ||
"Content-Type": "application/json", | ||
"Origin": "https://bff.capitoltrades.com", | ||
"DNT": "1", | ||
"Connection": "keep-alive", | ||
"Referer": "https://bff.capitoltrades.com/", | ||
"Sec-Fetch-Dest": "empty", | ||
"Sec-Fetch-Mode": "cors", | ||
"Sec-Fetch-Site": "same-site", | ||
"Sec-GPC": "1", | ||
"Cache-Control": "max-age=0", | ||
"TE": "trailers", | ||
} | ||
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def __get_data(self) -> Optional[Dict]: | ||
"""Gather trading data from https://capitoltrades.com""" | ||
script_dir = os.path.dirname(__file__) | ||
if os.path.isfile(os.path.join(script_dir, self.__pkl_path)): | ||
print("Getting seed data from pickle file.") | ||
with open(os.path.join(script_dir, self.__pkl_path), "rb") as fp: | ||
return pickle.load(fp) | ||
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today = datetime.datetime.utcnow().date() | ||
print("Getting seed data on", today) | ||
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seed_data = [] | ||
page_num = 1 | ||
paginating = True | ||
while paginating: | ||
params = ( | ||
("page", page_num), | ||
# 100 is the max return size of the API. | ||
("pageSize", 100), | ||
) | ||
r = self.__session.get( | ||
self.__url + "/trades", | ||
headers=self.__get_headers(), | ||
params=params, | ||
) | ||
r.raise_for_status() | ||
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response_json = r.json() | ||
data = response_json["data"] | ||
seed_data.extend(data) | ||
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days_difference = float('inf') | ||
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if data: | ||
pubDate = datetime.datetime.strptime(data[-1]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_difference = (today - pubDate).days | ||
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if len(seed_data) >= response_json["meta"]["paging"]["totalItems"] or not data or days_difference > self.window: | ||
paginating = False | ||
else: | ||
page_num += 1 | ||
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print(f"Got {len(seed_data)} trade records.") | ||
script_dir = os.path.dirname(__file__) | ||
with open(os.path.join(script_dir, self.__pkl_path), "wb") as fp: | ||
pickle.dump(seed_data, fp) | ||
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return seed_data | ||
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def update_data(self): | ||
today = datetime.datetime.utcnow().date() | ||
print("Updating data on", today) | ||
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if not self.data: | ||
self.data = self.__get_data() | ||
else: | ||
latestPubDate = datetime.datetime.strptime(self.data[0]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
new_data = [] | ||
page_num = 1 | ||
paginating = True | ||
while paginating: | ||
params = ( | ||
("page", page_num), | ||
# 100 is the max return size of the API. | ||
("pageSize", 100), | ||
) | ||
r = self.__session.get( | ||
self.__url + "/trades", | ||
headers=self.__get_headers(), | ||
params=params, | ||
) | ||
r.raise_for_status() | ||
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response_json = r.json() | ||
data = response_json["data"] | ||
new_data.extend(data) | ||
|
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days_difference_window = float('inf') # for if window is in data | ||
days_difference_data = -1 # for if we already have this data | ||
if data: | ||
pubDate = datetime.datetime.strptime(data[-1]['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_difference_window = (today - pubDate).days | ||
days_difference_data = (pubDate - latestPubDate).days | ||
print(days_difference_window, days_difference_data) | ||
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if len(new_data) >= response_json["meta"]["paging"]["totalItems"] or not data or days_difference_window > self.window or days_difference_data <= 0: | ||
paginating = False | ||
else: | ||
page_num += 1 | ||
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print(len(new_data), len(self.data)) | ||
# merge new_data with existing data and remove stale data | ||
seen = set() | ||
merged_data = [] | ||
for item in new_data + self.data: | ||
pubDate = datetime.datetime.strptime(item['pubDate'], '%Y-%m-%dT%H:%M:%SZ').date() | ||
days_diff = (today - pubDate).days | ||
if item["_txId"] not in seen and days_diff <= self.window: | ||
seen.add(item["_txId"]) | ||
merged_data.append(item) | ||
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print(f"Merged {len(new_data)} new records and {len(self.data)} old records into {len(merged_data)} total records.") | ||
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script_dir = os.path.dirname(__file__) | ||
with open(os.path.join(script_dir, self.__pkl_path), "wb") as fp: | ||
pickle.dump(merged_data, fp) | ||
self.data = merged_data | ||
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