DownloadOKXData

Defined in dccd.continuous_dl.okx

class DownloadOKXData(pair='BTC-USDT', time_step=60, until=3600, span=None, checkpoint_dir=None)

Bases: ContinuousDownloader

Download data continuously from OKX via WebSocket v5.

Parameters:

pairstr

Trading pair in OKX format (e.g. ‘BTC-USDT’).

time_stepint, optional

Seconds between data snapshots, default is 60.

untilint, optional

Seconds to run or stop timestamp, default is 3600.

spanint, optional

Candle interval in seconds; if given, subscribes to the candle channel in addition to trades and book. Default is None.

Attributes:

hoststr

WebSocket URL.

is_connectbool

True if connected.

tsint

Snapshot interval in seconds.

untilint

Stop timestamp.

Methods

set_process_data(func, **kwargs)	Set processing function.
set_saver(call, **kwargs)	Set saver object to save data or update a database.
__call__(*args, **kwargs)	Start the WebSocket stream and block until it stops.

__call__(*args, **kwargs)

Start the WebSocket stream and block until it stops.

Parameters:

*args, **kwargs

Forwarded to _connect.

Returns:

ContinuousDownloader

The downloader instance (for chaining).

get_parser(key)

Get allowed data parser.

Parameters:

keystr

Name code of data to parse.

Returns:

function

The allowed function to parse this kind of data.

Raises:

KeyError

If key is not in the allowed parser keys.

on_close()

On websocket close print and fire event.

async on_error(error, *args)

On websocket error print and fire event.

async on_message(msg)

Dispatch incoming OKX WebSocket push messages.

Parameters:

msgdict

OKX push message with arg and data fields.

on_open(**kwargs)

On websocket open.

Parameters:

**kwargs

Any relevant keyword arguments to set connection.

parser_book(msg)

Parse and update the order book from a books push message.

Parameters:

msgdict

Full OKX books push message (contains action and data).

parser_kline(data)

Parse and store a candle push message.

Parameters:

datalist of list

The data field from the OKX candle push message.

parser_trades(data)

Parse and store a trades push message.

Parameters:

datalist of dict

The data field from the OKX trades push message.

set_book_saver(saver, process_func=<function set_marketdepth>, **kwargs)

Set saver for the order-book channel.

Parameters:

savercallable

Callable to persist the processed DataFrame (e.g. IODataBase).

process_funccallable, optional

Function to convert the book dict to a DataFrame, default is dccd.process_data.set_marketdepth.

**kwargs

Extra keyword arguments forwarded to saver on each call.

set_process_data(func, **kwargs)

Set processing function.

Parameters:

funccallable

Function to process and clean data before to be saved. Must take data in arguments and can take any optional keywords arguments, cf exemples in dccd.process_data.

**kwargs

Any keyword arguments to be passed to func.

set_saver(call, **kwargs)

Set saver object to save data or update a database.

Parameters:

callcallable

Callable object to save data or update a database. Must take data in arguments and can take any optional keywords arguments, cf exemples in dccd.io_tools.

**kwargs

Any keyword arguments to be passed to call.

set_trades_saver(saver, process_func=<function set_trades>, **kwargs)

Set saver for the trades channel.

Parameters:

savercallable

Callable to persist the processed DataFrame (e.g. IODataBase).

process_funccallable, optional

Function to convert raw trade list to a DataFrame, default is dccd.process_data.set_trades.

**kwargs

Extra keyword arguments forwarded to saver on each call.

async wait_that(is_true)

Wait before running.