This repository has been archived by the owner on Dec 24, 2023. It is now read-only.
-
Notifications
You must be signed in to change notification settings - Fork 2
/
DCAT_v1_historydata_method8.py
232 lines (195 loc) · 8.74 KB
/
DCAT_v1_historydata_method8.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
'''
Created on Jan 31, 2018
@author: Pascal JING
'''
import urllib.parse
import requests
import logging
import time
from mongoengine import *
logging.basicConfig(level=logging.INFO)
logger = logging.getLogger()
handler = logging.FileHandler('historydata.log')
handler.setLevel(logging.INFO)
formatter = logging.Formatter('%(asctime)s - %(levelname)s - %(message)s')
handler.setFormatter(formatter)
logger.addHandler(handler)
MARKET_URL = "https://api.huobi.pro"
def http_get_request(url, params, add_to_headers=None):
headers = {
"Content-type": "application/x-www-form-urlencoded",
'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/39.0.2171.71 Safari/537.36',
}
if add_to_headers:
headers.update(add_to_headers)
postdata = urllib.parse.urlencode(params)
try:
response = requests.get(url, postdata, headers=headers, timeout=100)
if response.status_code == 200:
return response.json()
else:
return
except BaseException as e:
print("httpGet failed, detail is:%s,%s" %(response.text,e))
return
def get_kline(symbol, period, size):
"""
:symbol
:period: {1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year }
:size: [1,2000]
:return:
"""
params = {'symbol': symbol,
'period': period,
'size': size}
url = MARKET_URL + '/market/history/kline'
return http_get_request(url, params)
class btcusdt1min(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class btcusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class bchusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class ethusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class etcusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class ltcusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class eosusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class xrpusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
class htusdt(Document):
time = IntField(required=True, unique=True)
open = FloatField(required=True, unique=False)
close = FloatField(required=True, unique=False)
low = FloatField(required=True, unique=False)
high = FloatField(required=True, unique=False)
amount = FloatField(required=True, unique=False)
vol = FloatField(required=True, unique=False)
count = FloatField(required=True, unique=False)
def process():
MONGO_DB = 'DCAT_beta_historydata3'
connect(MONGO_DB, host='localhost', port=27017)
method = [btcusdt, bchusdt, ethusdt, etcusdt, ltcusdt, eosusdt, xrpusdt, htusdt]
method_str = {btcusdt: 'btcusdt',\
bchusdt: 'bchusdt',\
ethusdt: 'ethusdt',\
etcusdt: 'etcusdt',\
ltcusdt: 'ltcusdt',\
eosusdt: 'eosusdt',\
xrpusdt: 'xrpusdt',\
htusdt: 'htusdt'}
while(1):
logging.info('Start data collection.')
for i in range(len(method)):
methodstep = method[i]
F_while = True
while(F_while):
d_kline = get_kline(method_str[methodstep], '1min', '2000')
if d_kline:
if d_kline['status'] == 'ok':
if d_kline['data'] != [] and len(d_kline['data']) == 2000:
d_kline = d_kline['data']
F_while = False
else:
logging.warn(method_str[methodstep] + ' check data unsatisfied.')
logging.warn('Return length error. Need: 2000. Actual: ' + str(len(d_kline['data'])))
time.sleep(10)
else:
logging.warn(method_str[methodstep] + ' check data unsatisfied.')
logging.error(d_kline['err-code'] + '. ' + d_kline['err-msg'])
time.sleep(300)
else:
logging.warn(method_str[methodstep] + ' check data unsatisfied.')
logging.warn('No data received.')
time.sleep(300)
num = len(d_kline)
k = 0
for i in range(1, num):
j = num - i
post = methodstep(
time = d_kline[j]['id'] ,
open = d_kline[j]['open'] ,
close = d_kline[j]['close'] ,
low = d_kline[j]['low'] ,
high = d_kline[j]['high'] ,
amount = d_kline[j]['amount'] ,
vol = d_kline[j]['vol'] ,
count = d_kline[j]['count']
)
try:
post.save()
# print('Save ' + str(i) + '/' + str(num) + ' ' + str(d_kline[j]['id']))
except:
pass
# k += 1
# print('Find ' + str(i) + '/' + str(num) + ' ' + str(d_kline[j]['id']))
# print('Jump ' + str(i + 1) + '/' + str(num) + ' ' + str(d_kline[j - 1]['id']))
#
# print('\nSuccessful synchronous data from api.huobi.pro')
#
# if k == 0:
# print('\nAlert! Data discontinuous. Check DB to confirm.\n')
logging.info(method_str[methodstep] + ' data synchronous done.')
logging.info('End of this time collection.')
time.sleep(3600)
return
process()