dccd.continuous_dl.bitmex.DownloadBitmexData¶
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class
dccd.continuous_dl.bitmex.
DownloadBitmexData
(time_step=60, until=3600)¶ Basis object to download data from a stream websocket client API.
Parameters: - time_step : int, optional
Number of seconds between two snapshots of data, minimum is 1, default is 60 (one minute). Each time_step data will be processed and updated to the database.
- until : int, optional
Number of seconds before stoping or timestamp of when stoping, default is 3600 (one hour).
Attributes: - host : str
Adress of host to connect.
- conn_par : dict
Parameters of websocket connection.
- ws : websockets.client.WebSocketClientProtocol
Connection with the websocket client.
- is_connect : bool
True if is connected, False otherwise.
- ts : int
Number of second between two snapshots of data.
- t : int
Current timestamp but rounded by ts.
- until : int
Timestamp to stop to download data.
Methods
set_process_data
(self, func, \*\*kwargs)Set processing function. set_saver
(self, call, \*\*kwargs)Set saver object to save data or update a database. __call__
(self, \*args)Open a websocket connection and save/update the database.