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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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### PyCharm ### | ||
# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider | ||
# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 | ||
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# User-specific stuff | ||
.idea/**/workspace.xml | ||
.idea/**/tasks.xml | ||
.idea/**/usage.statistics.xml | ||
.idea/**/dictionaries | ||
.idea/**/shelf | ||
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# AWS User-specific | ||
.idea/**/aws.xml | ||
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# Generated files | ||
.idea/**/contentModel.xml | ||
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# Sensitive or high-churn files | ||
.idea/**/dataSources/ | ||
.idea/**/dataSources.ids | ||
.idea/**/dataSources.local.xml | ||
.idea/**/sqlDataSources.xml | ||
.idea/**/dynamic.xml | ||
.idea/**/uiDesigner.xml | ||
.idea/**/dbnavigator.xml | ||
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# Gradle | ||
.idea/**/gradle.xml | ||
.idea/**/libraries | ||
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# Gradle and Maven with auto-import | ||
# When using Gradle or Maven with auto-import, you should exclude module files, | ||
# since they will be recreated, and may cause churn. Uncomment if using | ||
# auto-import. | ||
# .idea/artifacts | ||
# .idea/compiler.xml | ||
# .idea/jarRepositories.xml | ||
# .idea/modules.xml | ||
# .idea/*.iml | ||
# .idea/modules | ||
# *.iml | ||
# *.ipr | ||
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# CMake | ||
cmake-build-*/ | ||
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# Mongo Explorer plugin | ||
.idea/**/mongoSettings.xml | ||
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# File-based project format | ||
*.iws | ||
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# IntelliJ | ||
out/ | ||
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# mpeltonen/sbt-idea plugin | ||
.idea_modules/ | ||
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# JIRA plugin | ||
atlassian-ide-plugin.xml | ||
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# Cursive Clojure plugin | ||
.idea/replstate.xml | ||
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# Crashlytics plugin (for Android Studio and IntelliJ) | ||
com_crashlytics_export_strings.xml | ||
crashlytics.properties | ||
crashlytics-build.properties | ||
fabric.properties | ||
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# Editor-based Rest Client | ||
.idea/httpRequests | ||
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# Android studio 3.1+ serialized cache file | ||
.idea/caches/build_file_checksums.ser | ||
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### PyCharm Patch ### | ||
# Comment Reason: https://github.com/joeblau/gitignore.io/issues/186#issuecomment-215987721 | ||
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# *.iml | ||
# modules.xml | ||
# .idea/misc.xml | ||
# *.ipr | ||
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# Sonarlint plugin | ||
# https://plugins.jetbrains.com/plugin/7973-sonarlint | ||
.idea/**/sonarlint/ | ||
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# SonarQube Plugin | ||
# https://plugins.jetbrains.com/plugin/7238-sonarqube-community-plugin | ||
.idea/**/sonarIssues.xml | ||
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# Markdown Navigator plugin | ||
# https://plugins.jetbrains.com/plugin/7896-markdown-navigator-enhanced | ||
.idea/**/markdown-navigator.xml | ||
.idea/**/markdown-navigator-enh.xml | ||
.idea/**/markdown-navigator/ | ||
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# Cache file creation bug | ||
# See https://youtrack.jetbrains.com/issue/JBR-2257 | ||
.idea/$CACHE_FILE$ | ||
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# CodeStream plugin | ||
# https://plugins.jetbrains.com/plugin/12206-codestream | ||
.idea/codestream.xml | ||
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### Python ### | ||
# Byte-compiled / optimized / DLL files | ||
__pycache__/ | ||
*.py[cod] | ||
*$py.class | ||
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# C extensions | ||
*.so | ||
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# Distribution / packaging | ||
.Python | ||
build/ | ||
develop-eggs/ | ||
dist/ | ||
downloads/ | ||
eggs/ | ||
.eggs/ | ||
lib/ | ||
lib64/ | ||
parts/ | ||
sdist/ | ||
var/ | ||
wheels/ | ||
share/python-wheels/ | ||
*.egg-info/ | ||
.installed.cfg | ||
*.egg | ||
MANIFEST | ||
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# PyInstaller | ||
# Usually these files are written by a python script from a template | ||
# before PyInstaller builds the exe, so as to inject date/other infos into it. | ||
*.manifest | ||
*.spec | ||
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# Installer logs | ||
pip-log.txt | ||
pip-delete-this-directory.txt | ||
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# Unit test / coverage reports | ||
htmlcov/ | ||
.tox/ | ||
.nox/ | ||
.coverage | ||
.coverage.* | ||
.cache | ||
nosetests.xml | ||
coverage.xml | ||
*.cover | ||
*.py,cover | ||
.hypothesis/ | ||
.pytest_cache/ | ||
cover/ | ||
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# Translations | ||
*.mo | ||
*.pot | ||
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# Django stuff: | ||
*.log | ||
local_settings.py | ||
db.sqlite3 | ||
db.sqlite3-journal | ||
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# Flask stuff: | ||
instance/ | ||
.webassets-cache | ||
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# Scrapy stuff: | ||
.scrapy | ||
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# Sphinx documentation | ||
docs/_build/ | ||
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# PyBuilder | ||
.pybuilder/ | ||
target/ | ||
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# Jupyter Notebook | ||
.ipynb_checkpoints | ||
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# IPython | ||
profile_default/ | ||
ipython_config.py | ||
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# pyenv | ||
# For a library or package, you might want to ignore these files since the code is | ||
# intended to run in multiple environments; otherwise, check them in: | ||
# .python-version | ||
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# pipenv | ||
# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. | ||
# However, in case of collaboration, if having platform-specific dependencies or dependencies | ||
# having no cross-platform support, pipenv may install dependencies that don't work, or not | ||
# install all needed dependencies. | ||
#Pipfile.lock | ||
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# PEP 582; used by e.g. github.com/David-OConnor/pyflow | ||
__pypackages__/ | ||
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# Celery stuff | ||
celerybeat-schedule | ||
celerybeat.pid | ||
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# SageMath parsed files | ||
*.sage.py | ||
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# Environments | ||
.env | ||
.venv | ||
env/ | ||
venv/ | ||
ENV/ | ||
env.bak/ | ||
venv.bak/ | ||
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# Spyder project settings | ||
.spyderproject | ||
.spyproject | ||
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# Rope project settings | ||
.ropeproject | ||
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# mkdocs documentation | ||
/site | ||
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# mypy | ||
.mypy_cache/ | ||
.dmypy.json | ||
dmypy.json | ||
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# Pyre type checker | ||
.pyre/ | ||
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# pytype static type analyzer | ||
.pytype/ | ||
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# Cython debug symbols | ||
cython_debug/ | ||
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# End of https://www.toptal.com/developers/gitignore/api/python,pycharm | ||
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day-summary/* | ||
*.checkpoint |
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import datetime | ||
from abc import ABC, abstractmethod | ||
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import logging | ||
import ratelimit | ||
import requests | ||
from backoff import on_exception, expo, constant | ||
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logger = logging.getLogger(__name__) | ||
logging.basicConfig(level=logging.INFO) | ||
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class MercadoBitcoinApi(ABC): | ||
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def __init__(self, coin: str) -> None: | ||
self.coin = coin | ||
self.base_endpoint = "https://www.mercadobitcoin.net/api" | ||
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@abstractmethod | ||
def _get_endpoint(self, **kwargs) -> str: | ||
pass | ||
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@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() | ||
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class DaySummaryApi(MercadoBitcoinApi): | ||
type = "day-summary" | ||
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def _get_endpoint(self, date: datetime.date) -> str: | ||
return f"{self.base_endpoint}/{self.coin}/{self.type}/{date.year}/{date.month}/{date.day}" | ||
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class TradesApi(MercadoBitcoinApi): | ||
type = "trades" | ||
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def _get_unix_epoch(self, date: datetime.datetime) -> int: | ||
return int(date.timestamp()) | ||
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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}' | ||
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return endpoint |
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import datetime | ||
from abc import ABC, abstractmethod | ||
from typing import List | ||
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from mercado_bitcoin.apis import DaySummaryApi | ||
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class DataIngestor(ABC): | ||
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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() | ||
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@property | ||
def _checkpoint_filename(self) -> str: | ||
return f"{self.__class__.__name__}.checkpoint" | ||
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def _write_checkpoint(self): | ||
with open(self._checkpoint_filename, "w") as f: | ||
f.write(f"{self._checkpoint}") | ||
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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 | ||
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def _update_checkpoint(self, value): | ||
self._checkpoint = value | ||
self._write_checkpoint() | ||
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@abstractmethod | ||
def ingest(self) -> None: | ||
pass | ||
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class DaySummaryIngestor(DataIngestor): | ||
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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)) |
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import datetime | ||
import time | ||
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from schedule import repeat, every, run_pending | ||
from mercado_bitcoin.ingestors import DaySummaryIngestor | ||
from mercado_bitcoin.writers import DataWriter | ||
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if __name__ == "__main__": | ||
day_summary_ingestor = DaySummaryIngestor( | ||
writer=DataWriter, | ||
coins=["BTC", "ETH", "LTC", "BCH"], | ||
default_start_date=datetime.date(2021, 6, 1) | ||
) | ||
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@repeat(every(1).seconds) | ||
def job(): | ||
day_summary_ingestor.ingest() | ||
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while True: | ||
run_pending() | ||
time.sleep(0.5) | ||
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