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stream Unicorn data to OHLC format
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| from unicorn_binance_websocket_api.unicorn_binance_websocket_api_manager import BinanceWebSocketApiManager | |
| import os | |
| import time | |
| from unicorn_fy.unicorn_fy import UnicornFy | |
| import talib | |
| import pandas as pd | |
| import pandas_ta as pta | |
| import numpy as np | |
| import os | |
| ubwa = BinanceWebSocketApiManager(exchange="binance.com") | |
| ubwa.create_stream(['kline_1m'], ['bnbbtc']) | |
| closes, highs, lows, opens, data, time_stamp = [], [], [], [], [], [] | |
| # closes = np.array(closes) | |
| index1 = 0 | |
| while True: | |
| oldest_data_from_stream_buffer = ubwa.pop_stream_data_from_stream_buffer() | |
| closes, highs, lows, openes, time_stampes = [], [], [], [], [] | |
| if oldest_data_from_stream_buffer: | |
| unicorn_fied_stream_data = UnicornFy.binance_com_websocket(oldest_data_from_stream_buffer) | |
| # print (unicorn_fied_stream_data) | |
| try: | |
| index1 = index1 + 1 | |
| time_stamp = float(unicorn_fied_stream_data['event_time']) #CLOSE PRICE | |
| # print (time_stamp) | |
| openx = float(unicorn_fied_stream_data['kline']['open_price']) #CLOSE PRICE | |
| close = float(unicorn_fied_stream_data['kline']['close_price']) #CLOSE PRICE | |
| high = float(unicorn_fied_stream_data['kline']['high_price']) #HIGH PRICE | |
| low = float(unicorn_fied_stream_data['kline']['low_price']) #LOW PRICE | |
| # time.sleep(1) | |
| QW = [[ time_stamp, openx, close, high, low]] | |
| df = pd.DataFrame(QW) | |
| # df = QW | |
| df.columns = ['date', 'Open', 'High', 'Low', 'Close'] | |
| format = '%Y-%m-%d %H:%M:%S' | |
| df['date'] = pd.to_datetime(df['date'], format=format) | |
| df = df.set_index(pd.DatetimeIndex(df['date'])) | |
| df["Open"] = pd.to_numeric(df["Open"],errors='coerce') | |
| df["High"] = pd.to_numeric(df["High"],errors='coerce') | |
| df["Low"] = pd.to_numeric(df["Low"],errors='coerce') | |
| df["Close"] = pd.to_numeric(df["Close"],errors='coerce') | |
| print (df) | |
| time.sleep(1) | |
| except: | |
| print("Something went wrong") |
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