examples.rst

Examples

Ticker

The following code, saved as ticker.py, when run from the command line prints a running ticker for the product ID supplied as an argument to the script.

#!/usr/bin/env python3

import asyncio
from datetime import datetime
import sys

from copra.websocket import Channel, Client

class Tick:

    def __init__(self, tick_dict):
        self.product_id = tick_dict['product_id']
        self.best_bid = float(tick_dict['best_bid'])
        self.best_ask = float(tick_dict['best_ask'])
        self.price = float(tick_dict['price'])
        self.side = tick_dict['side']
        self.size = float(tick_dict['last_size'])
        self.time = datetime.strptime(tick_dict['time'], '%Y-%m-%dT%H:%M:%S.%fZ')

    @property
    def spread(self):
        return self.best_ask - self.best_bid

    def __repr__(self):

        rep  = "{}\t\t\t\t   {}\n".format(self.product_id, self.time)
        rep += "=============================================================\n"
        rep += "   Price: ${:.2f}\t    Size: {:.8f}\t  Side: {: >5}\n".format(self.price, self.size, self.side)
        rep += "Best ask: ${:.2f}\tBest bid: ${:.2f}\tSpread: ${:.2f}\n".format(self.best_ask, self.best_bid, self.spread)
        rep += "=============================================================\n"
        return rep


class Ticker(Client):

    def on_message(self, message):
        if message['type'] == 'ticker' and 'time' in message:
            tick = Tick(message)
            print(tick, "\n\n")

product_id = sys.argv[1]

loop = asyncio.get_event_loop()

channel = Channel('ticker', product_id)

ticker = Ticker(loop, channel)

try:
    loop.run_forever()
except KeyboardInterrupt:
    loop.run_until_complete(ticker.close())
    loop.close()

Streaming a ticker for LTC-USD:

$ ./ticker.py LTC-USD

LTC-USD                            2018-07-12 21:40:38.501000
=============================================================
   Price: $75.73            Size: 0.22134981      Side:   buy
Best ask: $75.73        Best bid: $75.67        Spread: $0.06
=============================================================



LTC-USD                            2018-07-12 21:40:38.501000
=============================================================
   Price: $75.74            Size: 0.29362708      Side:   buy
Best ask: $75.74        Best bid: $75.67        Spread: $0.07
=============================================================



LTC-USD                            2018-07-12 21:40:41.202000
=============================================================
   Price: $75.68            Size: 0.19211000      Side:  sell
Best ask: $75.74        Best bid: $75.68        Spread: $0.06
=============================================================



LTC-USD                            2018-07-12 21:41:09.452000
=============================================================
   Price: $75.71            Size: 0.63097536      Side:   buy
Best ask: $75.71        Best bid: $75.68        Spread: $0.03
=============================================================

^C
$