bittrexStream.py

import sqlite3
import time
import os.path
import requests


class bittrexStream(object):
    def __init__(self, baseCurrency = 'BTC', db='bittrex.db', url = 'https://bittrex.com/api/v1.1/public/getmarketsummaries'):
        '''
        Get % change from Bittrex
        '''
        self.url = url
        print(self.url)

        self.base = baseCurrency
        data = requests.get(self.url).json()
        self.pairs = []
        self.pairlist = []
        self.insert_price = None
        self.insert_volume = None
        self.insert_ask = None
        self.insert_bid = None

        # fill up the pairs to stream, according to base currency
        for p in range(len(data['result'])):
            thispair = data['result'][p]['MarketName']
            if thispair[0:3] == self.base:
                # this replacement has to be done for the sqlite database...
                self.pairlist.append(thispair)
                thispair = thispair.replace('-','_')
                print(thispair)
                self.pairs.append(thispair)

        self.pair_vector = self.pairs[0] + ' REAL'
        for p in range(1,len(self.pairs)):
            self.pair_vector += ', '+ self.pairs[p] + ' REAL'

        self.col_vector=self.pairs[0]
        for p in range(1,len(self.pairs)):
            self.col_vector += ', '+ self.pairs[p]

        self.col_vector = 'UNIX_Time,  ' + self.col_vector
        self.columns = 'UNIX_Time,  ' + self.pair_vector

        self.path = db

        # checks if the table in the database is already existing, otherwise creates a table
        if (os.path.exists(self.path)):
            print('Open table')
            conn = sqlite3.connect(self.path)
            c = conn.cursor()
            price_string = 'CREATE TABLE IF NOT EXISTS BTC_PAIRS_PRICE (UNIX_Time INT, ' + self.pair_vector + ')'
            volume_string = 'CREATE TABLE IF NOT EXISTS BTC_PAIRS_VOLUME (UNIX_Time INT, ' + self.pair_vector + ')'
            ask_string = 'CREATE TABLE IF NOT EXISTS BTC_PAIRS_ASK (UNIX_Time INT, ' + self.pair_vector + ')'
            bid_string = 'CREATE TABLE IF NOT EXISTS BTC_PAIRS_BID (UNIX_Time INT, ' + self.pair_vector + ')'
            #print(price_string)
            c.execute(price_string)
            c.execute(volume_string)
            c.execute(ask_string)
            c.execute(bid_string)
            conn.commit()
            conn.close()
        else:
            print("create your data base first!")

    def getTicker(self):
        # fetch the data from the exchange
        try:
            data = requests.get(self.url).json()['result']
        except ValueError:
            print('There was a ValueError in getTicker')
            time.sleep(60)
            return self.getTicker()
        return data


    def updateDB(self):
        data_all = self.getTicker()
        price_vec = ''
        volume_vec = ''
        ask_vec = ''
        bid_vec = ''
        bittrex_coinlist = []
        index_list = []
        # if Bittrex adds a new coin pari you would get an error in your database.
        # So, generate index_list of the current BTC-pairs from bittrex which are in your database

        for i in range(0, len(data_all)):
            bittrex_coinlist.append(data_all[i]['MarketName'])

        coins_dict = {key: [0, 0, 0, 0] for (key) in self.pairlist}
        for idx, coin in enumerate(self.pairlist):
            for i in range(0, len(data_all)):
                coins_passed = 0
                if coin == data_all[i]['MarketName']:
                    coins_dict[coin][0] = data_all[i]['Last']
                    coins_dict[coin][1] = data_all[i]['BaseVolume']
                    coins_dict[coin][2] = data_all[i]['Ask']
                    coins_dict[coin][3] = data_all[i]['Bid']


        # compose the SQL data vector
        for id, coin in enumerate(self.pairlist):
            if id < len(self.pairlist) - 1:
                price_vec += str(coins_dict[coin][0]) + ','
                volume_vec += str(coins_dict[coin][1]) + ','
                ask_vec += str(coins_dict[coin][2]) + ','
                bid_vec += str(coins_dict[coin][3]) + ','
            else:
                # do not add ',' to the last entry
                price_vec += str(coins_dict[coin][0])
                volume_vec += str(coins_dict[coin][1])
                ask_vec += str(coins_dict[coin][2])
                bid_vec += str(coins_dict[coin][3])

        date = time.strftime("%m.%d.%y_%H:%M:%S", time.localtime())
        unixtime = int(time.time())

        # string vectors to update the sql database
        self.insert_price = "INSERT INTO BTC_PAIRS_PRICE (" + self.col_vector + ") " + " VALUES (" + str(unixtime) + "," + price_vec + ")"
        self.insert_volume = "INSERT INTO BTC_PAIRS_VOLUME (" + self.col_vector + ") " + " VALUES (" + str(unixtime) + "," + volume_vec + ")"
        self.insert_ask = "INSERT INTO BTC_PAIRS_ASK (" + self.col_vector + ") " + " VALUES (" + str(unixtime) + "," + ask_vec + ")"
        self.insert_bid = "INSERT INTO BTC_PAIRS_BID (" + self.col_vector + ") " + " VALUES (" + str(unixtime) + "," + bid_vec + ")"

        # connect to DB
        conn = sqlite3.connect(self.path)
        c = conn.cursor()
        c.execute(self.insert_price)
        c.execute(self.insert_volume)
        c.execute(self.insert_ask)
        c.execute(self.insert_bid)
        conn.commit()
        conn.close()
        print('Update the data base at ' + str(date))