arbitrage-bot/run_db_to_csv.py at master · hurstexponentlimited/arbitrage-bot · GitHub

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from config.global_conf import Global
from collector.db_to_csv import DbToCsv

db_to_csv = DbToCsv(False)
start_time = Global.convert_local_datetime_to_epoch("2018.05.21 09:00:00", timezone="kr")
end_time = Global.convert_local_datetime_to_epoch("2018.05.22 09:00:00", timezone="kr")

"""Get Orderbook"""
# db_to_csv.save_processed_info("coinone", "eth", start_time, end_time)
# db_to_csv.save_processed_info("korbit", "eth", start_time, end_time)

"""Get Ticker"""
# db_to_csv.save_ticker_as_csv("coinone", "eth", start_time, end_time)
# db_to_csv.save_ticker_as_csv("korbit", "eth", start_time, end_time)

"""Get VWAP mid price"""
# db_to_csv.save_mid_vwap_mid_price("coinone", "eth", start_time, end_time, 5)
# db_to_csv.save_mid_vwap_mid_price("korbit", "eth", start_time, end_time, 5)

"""Get filled orders"""
# db_to_csv.save_filled_orders_as_csv("coinone", "eth", start_time, end_time)
# db_to_csv.save_filled_orders_as_csv("korbit", "eth", start_time * 1000, end_time * 1000)

"""Get Orderbook with indexed price & amount"""
# db_to_csv.save_orderbook_index("coinone", "eth", start_time, end_time, 5)
# db_to_csv.save_orderbook_index("korbit", "eth", start_time * 1000, end_time * 1000, 5)

"""Get OTS infos from MongoDB assumming all spreads that are 'gte 0' be traded"""
db_to_csv.rfab2_ots_to_csv("coinone", "gopax", 0.001, 0.00075, "bch", start_time, end_time, 3)