download_data_demo1.py

import sys
from time import sleep
from datetime import datetime, time
from logging import INFO

from howtrader.event import EventEngine
from howtrader.trader.setting import SETTINGS
from howtrader.trader.engine import MainEngine

from howtrader.gateway.binances import BinancesGateway
from howtrader.gateway.binance import BinanceGateway
from howtrader.gateway.binances.binances_gateway import BinancesRestApi
from howtrader.trader.object import Exchange, Interval
from tzlocal import get_localzone
from howtrader.trader.object import HistoryRequest
from howtrader.trader.database import database_manager
from threading import Thread

SETTINGS["log.active"] = True
SETTINGS["log.level"] = INFO
SETTINGS["log.console"] = True

binances_setting = {
    "key": "",
    "secret": "",
    "会话数": 3,
    "服务器": "REAL",
    "合约模式": "正向",
    "代理地址": "",
    "代理端口": 0,
}

binance_setting = {
    "key": "",
    "secret": "",
    "session_number": 3,
    "proxy_host": "",
    "proxy_port": 0
}


def request1():
    start = datetime(2020, 10, 1, tzinfo=get_localzone())
    end = datetime(2020, 10, 2, tzinfo=get_localzone())
    req = HistoryRequest(
        symbol=symbol,
        exchange=exchange,
        interval=Interval(interval),
        start=start,
        end=end
    )

    data = gate_way.query_history(req)

    print(data)

    if data:
        database_manager.save_bar_data(data)


def request2():
    print("start2")
    start = datetime(2020, 11, 12, tzinfo=get_localzone())
    end = datetime(2020, 11, 13, tzinfo=get_localzone())
    req = HistoryRequest(
        symbol=symbol,
        exchange=exchange,
        interval=Interval(interval),
        start=start,
        end=end
    )

    data = gate_way.query_history(req)
    print("start12_end13", data)


if __name__ == "__main__":
    """
        for crawling data from Binance exchange.
    """
    SETTINGS["log.file"] = True

    event_engine = EventEngine()
    main_engine = MainEngine(event_engine)
    main_engine.add_gateway(BinanceGateway)  # spot
    # main_engine.add_gateway(BinancesGateway)  # future
    main_engine.connect(binance_setting, "BINANCE")  # spot
    # main_engine.connect(binances_setting, "BINANCES")  # future

    sleep(3)

    main_engine.write_log("连接BINANCE接口")  # spot
    # main_engine.write_log("连接BINANCES接口") # future
    gate_way = main_engine.get_gateway("BINANCE")  # spot
    # gate_way = main_engine.get_gateway("BINANCES")  # future
    print(gate_way)

    symbol = "btcusdt"  # spot for lower case while the future will be upper case.

    exchange = Exchange.BINANCE  # binance.
    interval = Interval.MINUTE  # minute

    t1 = Thread(target=request1)
    # t2 = Thread(target=request2)

    t1.start()
    # t2.start()