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andresionek91 committed Jul 6, 2021
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254 changes: 254 additions & 0 deletions .gitignore
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# Created by https://www.toptal.com/developers/gitignore/api/python,pycharm
# Edit at https://www.toptal.com/developers/gitignore?templates=python,pycharm

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day-summary/*
*.checkpoint
60 changes: 60 additions & 0 deletions mercado_bitcoin/apis.py
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import datetime
from abc import ABC, abstractmethod

import logging
import ratelimit
import requests
from backoff import on_exception, expo, constant

logger = logging.getLogger(__name__)
logging.basicConfig(level=logging.INFO)


class MercadoBitcoinApi(ABC):

def __init__(self, coin: str) -> None:
self.coin = coin
self.base_endpoint = "https://www.mercadobitcoin.net/api"

@abstractmethod
def _get_endpoint(self, **kwargs) -> str:
pass

@on_exception(constant, ratelimit.exception.RateLimitException, max_tries=10)
@ratelimit.limits(calls=30, period=30)
@on_exception(expo, requests.exceptions.HTTPError, max_tries=10)
def get_data(self, **kwargs) -> dict:
endpoint = self._get_endpoint(**kwargs)
logger.info(f"Getting data from endpoint: {endpoint}")
response = requests.get(endpoint)
response.raise_for_status()
return response.json()


class DaySummaryApi(MercadoBitcoinApi):
type = "day-summary"

def _get_endpoint(self, date: datetime.date) -> str:
return f"{self.base_endpoint}/{self.coin}/{self.type}/{date.year}/{date.month}/{date.day}"


class TradesApi(MercadoBitcoinApi):
type = "trades"

def _get_unix_epoch(self, date: datetime.datetime) -> int:
return int(date.timestamp())

def _get_endpoint(self, date_from: datetime.datetime = None, date_to: datetime.datetime = None) -> str:
if date_from and not date_to:
unix_date_from = self._get_unix_epoch(date_from)
endpoint = f'{self.base_endpoint}/{self.coin}/{self.type}/{unix_date_from}'
elif date_from and date_to:
if date_from > date_to:
raise RuntimeError("date_from cannot be greater than date_to")
unix_date_from = self._get_unix_epoch(date_from)
unix_date_to = self._get_unix_epoch(date_to)
endpoint = f'{self.base_endpoint}/{self.coin}/{self.type}/{unix_date_from}/{unix_date_to}'
else:
endpoint = f'{self.base_endpoint}/{self.coin}/{self.type}'

return endpoint
49 changes: 49 additions & 0 deletions mercado_bitcoin/ingestors.py
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import datetime
from abc import ABC, abstractmethod
from typing import List

from mercado_bitcoin.apis import DaySummaryApi


class DataIngestor(ABC):

def __init__(self, writer, coins: List[str], default_start_date: datetime.date) -> None:
self.default_start_date = default_start_date
self.coins = coins
self.writer = writer
self._checkpoint = self._load_checkpoint()

@property
def _checkpoint_filename(self) -> str:
return f"{self.__class__.__name__}.checkpoint"

def _write_checkpoint(self):
with open(self._checkpoint_filename, "w") as f:
f.write(f"{self._checkpoint}")

def _load_checkpoint(self) -> datetime.date:
try:
with open(self._checkpoint_filename, "r") as f:
return datetime.datetime.strptime(f.read(), "%Y-%m-%d").date()
except FileNotFoundError:
return self.default_start_date

def _update_checkpoint(self, value):
self._checkpoint = value
self._write_checkpoint()

@abstractmethod
def ingest(self) -> None:
pass


class DaySummaryIngestor(DataIngestor):

def ingest(self) -> None:
date = self._load_checkpoint()
if date < datetime.date.today():
for coin in self.coins:
api = DaySummaryApi(coin=coin)
data = api.get_data(date=date)
self.writer(coin=coin, api=api.type).write(data)
self._update_checkpoint(date + datetime.timedelta(days=1))
26 changes: 26 additions & 0 deletions mercado_bitcoin/main.py
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import datetime
import time

from schedule import repeat, every, run_pending
from mercado_bitcoin.ingestors import DaySummaryIngestor
from mercado_bitcoin.writers import DataWriter


if __name__ == "__main__":
day_summary_ingestor = DaySummaryIngestor(
writer=DataWriter,
coins=["BTC", "ETH", "LTC", "BCH"],
default_start_date=datetime.date(2021, 6, 1)
)


@repeat(every(1).seconds)
def job():
day_summary_ingestor.ingest()


while True:
run_pending()
time.sleep(0.5)


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