🐍
初めての cryptowatch-sdk
cryptowatch-sdk
install
- python 3.8 で 仮想環境作成後
$ 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
(続きはあとで書く)
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