QuoteTrade.py

#!/usr/bin/python3
# -*- coding = utf-8 -*-
import json,time, csv, argparse
from datetime import datetime
from Request import *
from prettytable import PrettyTable
TIME_FORMAT = '%b %d, %Y %I:%M:%S %p%z'
TIMEZONE_DIFF = '-0300'
class Trade(object):
    def __init__(self, symbol, json):
        self.symbol = symbol
        self.qty = json["QT"]
        self.price = json["P"]
        self.time = int(datetime.strptime(json["T"] +TIMEZONE_DIFF ,TIME_FORMAT).timestamp())
        self.buyer = json["PCB"]
        self.seller = json["PCL"]
        self.agressor = json["CDA"]
        self.hash = hash((self.symbol, self.qty, self.price, self.time, self.buyer, self.seller, self.agressor))

    def __hash__(self):
        return self.hash

class QuoteTradeRequest(Request):
    subsbribetype = "1"
    delay = "100"
    quantidade = '15'
    def __init__(self, token, symbol):
        Request.__init__(self, token, "quotes", "quoteTrade")
        self.parameterGet = symbol
        self.parameters = {"subsbribetype": self.subsbribetype,
                            "quantidade": self.quantidade,
                            "delay": self.delay}
class QuoteTradeType:

    def __init__(self, message=None):
        if message is not None:

            self.timestamp = int(time.time())
            self.symbol = message['parameter']
            self.type = message['type']
            self.trades = message['quoteTrade']['L']

    def print(self):
        trades = PrettyTable()
        trades.field_names = ["QTY",
                            "PRICE",
                            "BUY",
                            "TIME",
                            "SELL",
                            "AGRESSOR"]
        for i in range(len(self.trades)):
           trades.add_row([ self.trades[i]["QT"],
                            self.trades[i]["P"],
                            self.trades[i]["PCB"],
                            self.trades[i]["T"],
                            self.trades[i]["PCL"],
                            self.trades[i]["CDA"]
                        ])
        print(trades)

    def convert_json_to_csv(self, json_log):
        out_file = json_log + ".csv"

        trades = {}
        with open(json_log, "r") as values_file:
            for line in values_file:
                jl = json.loads(line.replace("'", '"'))
                if ("type" in jl) and (jl["type"] == "BusinessBookType"):
                    trades_json = jl['trades']
                    for trade_json in trades_json:
                        trade = Trade(jl["symbol"], trade_json)
                        trade_from_dict = trades.get(trade.hash)
                        if trade_from_dict is None:
                            # new trade
                            trades[trade.hash] = trade
        with open(out_file, 'w', newline='') as file:
            writer = csv.writer(file, delimiter=';')
            writer.writerow(['symbol','time','price','qty','buyer','seller' ,'agressor'])
            for idx in trades:
                writer.writerow([trades[idx].symbol,trades[idx].time,trades[idx].price,trades[idx].qty,trades[idx].buyer,trades[idx].seller ,trades[idx].agressor])


if __name__ == "__main__":
    #qtr = QuoteTradeRequest("test_token", "test_symbol")
    #print(qtr.to_json())
    #with open('example/quoteTrade.json', "r") as values_file:
    #    values_json = json.load(values_file)
    #qtt = QuoteTradeType(values_json)
    #qtt.print()
    input_args_parser = argparse.ArgumentParser(description='File to be processed')
    input_args_parser.add_argument('File',
                                    nargs='?',
                                    metavar='file',
                                    type=str,
                                    help='json log file')
    args = input_args_parser.parse_args()
    file = args.File
    qtt = QuoteTradeType()
    qtt.convert_json_to_csv(file)