adding more candle scripts

Makefile

@@ -1,4 +1,4 @@
 .PHONY: bootstrap
 bootstrap:
 	virtualenv env
-	env/bin/pip install -r requirements.txt
+	env/bin/pip install -r requirements/base.txt

README.md

@@ -196,9 +196,18 @@ with the provided entry point alias:
 ```
 
 
-## Transaction Scripts
+## Instrument Scripts
 
-### Polling Transactions
+### Fetch Instrument Candlesticks
+
+The script to fetch instrument candlesticks is defined at
+`src/instrument/candles.py`.  It can be executed directly or with the provided
+entry point alias:
+
+```bash
+(env)user@host: ~/v20-python-samples$ python src/instrument/candles.py
+(env)user@host: ~/v20-python-samples$ v20-instrument-candles
+```
 
 ### Streaming Transactions
 

setup.py

@@ -12,6 +12,9 @@
             'v20-account-summary = account.summary:main',
             'v20-account-instruments = account.instruments:main',
             'v20-account-changes = account.changes:main',
+            'v20-account-configure = account.configure:main',
+            'v20-instrument-candles = instrument.candles:main',
+            'v20-instrument-candles-follow = instrument.candles_follow:main',
         ]
     }
 )

src/account/configure.py

@@ -4,8 +4,10 @@
 import select
 import argparse
 import common.config
+from common.view import print_response_transaction
 from account import Account
 
+
 def main():
     """
     Create an API context, and use it to fetch an Account state and then
@@ -24,10 +26,15 @@ def main():
     common.config.add_argument(parser)
 
     parser.add_argument(
-        "--poll-interval",
-        type=int,
-        default=5,
-        help="The number of seconds between polls for Account changes"
+        "--margin-rate",
+        default=None,
+        help="The new default margin rate for the Account"
+    )
+
+    parser.add_argument(
+        "--alias",
+        default=None,
+        help="The new alias for the Account"
     )
 
     args = parser.parse_args()
@@ -40,62 +47,30 @@ def main():
     #
     api = args.config.create_context()
 
+    kwargs = {}
+
+    if args.alias is not None:
+        kwargs["alias"] = args.alias
+
+    if args.margin_rate is not None:
+        kwargs["marginRate"] = args.margin_rate
+
     #
     # Fetch the details of the Account found in the config file
     #
-    response = api.account.get(account_id)
+    response = api.account.configure(account_id, **kwargs)
 
-    #
-    # Extract the Account representation from the response and use
-    # it to create an Account wrapper
-    #
-    account = Account(
-        response.get("account", "200")
+    if response.status == 200:
+        print "Success"
+        print
+
+    print_response_transaction(
+        response,
+        "200",
+        "Configure Transaction",
+        "configureTransaction"
     )
 
-    def dump():
-        account.dump()
-
-        print "Press <ENTER> to see current state for Account {}".format(
-            account.details.id
-        )
-
-    dump()
-
-    while True:
-        i, o, e = select.select([sys.stdin], [], [], args.poll_interval)
-
-        if i:
-            sys.stdin.readline()
-            dump()
-
-        #
-        # Poll for all changes to the account since the last
-        # Account Transaction ID that was seen
-        #
-        response = api.account.changes(
-            account_id,
-            sinceTransactionID=account.details.lastTransactionID
-        )
-
-        account.apply_changes(
-            response.get(
-                "changes",
-                "200"
-            )
-        )
-
-        account.apply_state(
-            response.get(
-                "state",
-                "200"
-            )
-        )
-
-        account.details.lastTransactionID = response.get(
-            "lastTransactionID",
-            "200"
-        )
 
 if __name__ == "__main__":
     main()

src/common/arg_helper.py

@@ -1,3 +1,15 @@
-def parse_instrument(i):
-    i.replace("/", "_")
-    return i
+from datetime import datetime
+import argparse
+
+def instrument(i):
+    return i.replace("/", "_")
+
+def date_time(fmt="%Y-%m-%d %H:%M:%S"):
+    def parse(s):
+        try:
+            return datetime.strptime(s, fmt)
+        except ValueError:
+            msg = "Not a valid date: '{0}'.".format(s)
+            raise argparse.ArgumentTypeError(msg)
+
+    return parse

src/common/view.py

@@ -94,7 +94,7 @@ def print_collection(title, entities, columns):
         (
             body,
             headers,
-            tablefmt=tablefmt
+            tablefmt=tablefmt,
         ).encode('utf-8')
     )
     print

src/instrument/candles.py

@@ -0,0 +1,152 @@
+#!/usr/bin/env python
+
+import argparse
+import common.config
+import common.arg_helper
+from view import CandlePrinter
+from datetime import datetime
+
+
+def main():
+    """
+    Create an API context, and use it to fetch candles for an instrument.
+
+    The configuration for the context is parsed from the config file provided
+    as an argumentV
+    """
+
+    parser = argparse.ArgumentParser()
+
+    #
+    # The config object is initialized by the argument parser, and contains
+    # the REST APID host, port, accountID, etc.
+    #
+    common.config.add_argument(parser)
+
+    parser.add_argument(
+        "--instrument",
+        type=common.arg_helper.instrument,
+        default=None,
+        help="The instrument to get candles for"
+    )
+
+    parser.add_argument(
+        "--mid", 
+        action='store_true',
+        help="Get midpoint-based candles"
+    )
+
+    parser.add_argument(
+        "--bid", 
+        action='store_true',
+        help="Get bid-based candles"
+    )
+
+    parser.add_argument(
+        "--ask", 
+        action='store_true',
+        help="Get ask-based candles"
+    )
+
+    parser.add_argument(
+        "--smooth", 
+        action='store_true',
+        help="'Smooth' the candles"
+    )
+
+    parser.set_defaults(mid=False, bid=False, ask=False)
+
+    parser.add_argument(
+        "--granularity",
+        default=None,
+        help="The candles granularity to fetch"
+    )
+
+    parser.add_argument(
+        "--count",
+        default=None,
+        help="The number of candles to fetch"
+    )
+
+    date_format = "%Y-%m-%d %H:%M:%S"
+
+    parser.add_argument(
+        "--from-time",
+        default=None,
+        type=common.arg_helper.date_time(),
+        help="The start date for the candles to be fetched. Format is 'YYYY-MM-DD HH:MM:SS'"
+    )
+
+    parser.add_argument(
+        "--to-time",
+        default=None,
+        type=common.arg_helper.date_time(),
+        help="The end date for the candles to be fetched. Format is 'YYYY-MM-DD HH:MM:SS'"
+    )
+
+    args = parser.parse_args()
+
+    account_id = args.config.active_account
+
+    #
+    # The v20 config object creates the v20.Context for us based on the
+    # contents of the config file.
+    #
+    api = args.config.create_context()
+
+    kwargs = {}
+
+    if args.granularity is not None:
+        kwargs["granularity"] = args.granularity
+
+    if args.smooth is not None:
+        kwargs["smooth"] = args.smooth
+
+    if args.count is not None:
+        kwargs["count"] = args.count
+
+    if args.from_time is not None:
+        kwargs["fromTime"] = args.from_time.strftime("%Y-%m-%dT%H:%M:%S.000000000Z")
+
+    if args.to_time is not None:
+        kwargs["toTime"] = args.to_time.strftime("%Y-%m-%dT%H:%M:%S.000000000Z")
+
+    price = "mid"
+
+    if args.mid:
+        kwargs["price"] = "M" + kwargs.get("price", "")
+        price = "mid"
+
+    if args.bid:
+        kwargs["price"] = "B" + kwargs.get("price", "")
+        price = "bid"
+
+    if args.ask:
+        kwargs["price"] = "A" + kwargs.get("price", "")
+        price = "ask"
+
+    #
+    # Fetch the candles
+    #
+    response = api.instrument.candles(args.instrument, **kwargs)
+
+    if response.status != 200:
+        print response
+        print response.body
+        return
+
+    print "Instrument: {}".format(response.get("instrument", 200))
+    print "Granularity: {}".format(response.get("granularity", 200))
+
+    printer = CandlePrinter()
+
+    printer.print_header()
+
+    candles = response.get("candles", 200)
+
+    for candle in response.get("candles", 200):
+        printer.print_candle(candle)
+
+
+if __name__ == "__main__":
+    main()