첫 cryptowatch-sdk

cryptowatch-sdk


https://github.com/cryptowatch/cw-sdk-python

install

  • psyhon 3.8에서 가상 환경 생성 후
  • $ pip install cryptowatch-sdk
    $ pip install pandas 
    $ pip install jupyter
    $ pip install matplotlib
    

    example


    import cryptowatch as cw
    import pandas as pd
    from datetime import datetime, timedelta
    
    # 取得できるマーケットを確認
    cw.markets.list()
    
    # <MarketAPIResponse([<Market(bitfinex:btcusd)>, 
    # <Market(bitfinex:ltcusd)>, <Market(bitfinex:ltcbtc)>,
    # <Market(bitfinex:ethusd)>, <Market(bitfinex:ethbtc)>,
    # <Market(bitfinex:etcbtc)>, <Market(bitfinex:etcusd)>,
    # <Market(bitfinex:bfxbtc)>, <Market(bitfinex:bfxusd)>,..........
    
    # Kraken 取引所のマーケットリストを全部取得
    kraken = cw.markets.list("kraken")
    
    # マーケットリスト
    kraken.markets
    # [<Market(kraken:btceur)>,
    #  <Market(kraken:btcusd)>,
    #  <Market(kraken:btcgbp)>,
    #  <Market(kraken:btcjpy)>,
    #  ...
    
    
    # 一つマーケットを確認してみる
    mkt = kraken.markets[0]
    ex, pair = mkt.exchange, mkt.pair
    
    # 1分足
    ticker = f"{ex.upper()}:{pair.upper()}"
    candles = cw.markets.get(ticker, ohlc=True, periods=["1M"])
    
    # 1分足で作ると、.of_1m というアトリビュートが作成されて
    # [close_timestamp, open, high, low, close, volume, volume_quote]
    # が取れる
    candles.of_1m[:3]
    
    # [[1616253060.0,
    #   49977.3,
    #   50000.0,
    #   49977.2,
    #   49992.9,
    #   1.68291233,
    #   84136.900202649],
    #  [1616253120.0, 49992.8, 49999.8, 49981.6, 49992.7, 0.59392539, 29692.7586749],
    #  [1616253180.0,
    #   49992.6,
    #   49996.6,
    #   49980.0,
    #   49980.0,
    #   0.38491781,
    #   19239.863931146]]
    
    
    # pandas dataframe に入れる
    df = pd.DataFrame(candles.of_1m, 
                      columns=["close_timestamp", "open", "high", "low", "close", "volume", "volume_quote"],
                     )
    df["close_timestamp"] = df["close_timestamp"].apply(datetime.utcfromtimestamp)
    df = df.set_index("close_timestamp")
    df.tail()
    
    
                            open     high      low    close    volume  \
    close_timestamp                                                     
    2021-03-21 07:47:00  48152.2  48152.2  48129.9  48129.9  0.459454   
    2021-03-21 07:48:00  48130.0  48133.3  48130.0  48130.0  0.030087   
    2021-03-21 07:49:00  48129.9  48131.4  48115.0  48115.0  0.057104   
    2021-03-21 07:50:00  48115.1  48115.1  48050.2  48050.2  2.548961   
    2021-03-21 07:51:00  48050.1  48067.0  48050.1  48062.2  0.614476   
    
                          volume_quote  
    close_timestamp                     
    2021-03-21 07:47:00   22113.690407  
    2021-03-21 07:48:00    1448.133279  
    2021-03-21 07:49:00    2748.319570  
    2021-03-21 07:50:00  122510.591164  
    2021-03-21 07:51:00   29528.191528  
    
    
    (뒷글 후속)

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