forked from sammchardy/python-binance
-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathhelpers.py
54 lines (42 loc) · 1.54 KB
/
helpers.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
import dateparser
import pytz
from datetime import datetime
def date_to_milliseconds(date_str):
"""Convert UTC date to milliseconds
If using offset strings add "UTC" to date string e.g. "now UTC", "11 hours ago UTC"
See dateparse docs for formats http://dateparser.readthedocs.io/en/latest/
:param date_str: date in readable format, i.e. "January 01, 2018", "11 hours ago UTC", "now UTC"
:type date_str: str
"""
# get epoch value in UTC
epoch = datetime.utcfromtimestamp(0).replace(tzinfo=pytz.utc)
# parse our date string
d = dateparser.parse(date_str)
# if the date is not timezone aware apply UTC timezone
if d.tzinfo is None or d.tzinfo.utcoffset(d) is None:
d = d.replace(tzinfo=pytz.utc)
# return the difference in time
return int((d - epoch).total_seconds() * 1000.0)
def interval_to_milliseconds(interval):
"""Convert a Binance interval string to milliseconds
:param interval: Binance interval string 1m, 3m, 5m, 15m, 30m, 1h, 2h, 4h, 6h, 8h, 12h, 1d, 3d, 1w
:type interval: str
:return:
None if unit not one of m, h, d or w
None if string not in correct format
int value of interval in milliseconds
"""
ms = None
seconds_per_unit = {
"m": 60,
"h": 60 * 60,
"d": 24 * 60 * 60,
"w": 7 * 24 * 60 * 60
}
unit = interval[-1]
if unit in seconds_per_unit:
try:
ms = int(interval[:-1]) * seconds_per_unit[unit] * 1000
except ValueError:
pass
return ms