83 lines
2.9 KiB
Python
83 lines
2.9 KiB
Python
import requests
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from requests_oauthlib import OAuth1Session
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from luigi.parameter import DateParameter, Parameter
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from datetime import timedelta
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from dateutil.parser import parse
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import logging
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from metrik.tasks.base import MongoCreateTask, MongoRateLimit
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from metrik.conf import get_config
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class TradekingApi(object):
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format_json = '.json'
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format_xml = '.xml'
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root_url = 'https://api.tradeking.com/v1/'
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def __init__(self):
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config = get_config()
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self.session = OAuth1Session(
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client_key=config.get('tradeking', 'consumer_key'),
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client_secret=config.get('tradeking', 'consumer_secret'),
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resource_owner_key=config.get('tradeking', 'oauth_token'),
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resource_owner_secret=config.get('tradeking', 'oauth_token_secret')
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)
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def api_request(self, url, params=None, format=format_json, **kwargs):
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full_url = self.root_url + url + format
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return self.session.get(full_url, params=params, **kwargs)
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class Tradeking1mTimesales(MongoCreateTask):
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# While this is marked as an idempotent task, it only goes back about
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# a week or so. Be careful.
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present = DateParameter()
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symbol = Parameter()
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def acquire_lock(self, service, limit, interval, max_tries=5, backoff=.5):
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return super(Tradeking1mTimesales, self).acquire_lock(
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'tradeking', 60, timedelta(minutes=1)
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)
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@staticmethod
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def retrieve_data(present, symbol):
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ratelimit = MongoRateLimit()
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tradeking = TradekingApi()
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did_acquire = ratelimit.acquire_lock(
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service='tradeking',
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limit=60,
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interval=timedelta(minutes=1)
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)
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if did_acquire:
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json_data = tradeking.api_request('market/timesales', {
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'symbols': symbol,
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'interval': '1min',
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'startdate': present.strftime('%Y-%m-%d'),
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'enddate': present.strftime('%Y-%m-%d')
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}).json()
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quotes = json_data['response']['quotes']['quote']
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def format_quote(quote):
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return {
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'last': float(quote['last']),
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'lo': float(quote['lo']),
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'vl': int(quote['vl']),
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'datetime': parse(quote['datetime']),
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'incr_vl': int(quote['incr_vl']),
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'hi': float(quote['hi']),
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'timestamp': parse(quote['timestamp']),
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'date': parse(quote['date']).date(),
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'opn': float(quote['opn'])
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}
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quotes_typed = [format_quote(q) for q in quotes]
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return {
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'symbol': symbol,
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'quotes': quotes_typed
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}
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else:
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logging.error('Unable to acquire lock for Tradeking ticker {}'
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.format(symbol))
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return {}
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