period.py 文件源码

def get_historical_data(self, num_periods=200):
        gdax_client = gdax.PublicClient()

        end = datetime.datetime.utcnow()
        end_iso = end.isoformat()
        start = end - datetime.timedelta(seconds=(self.period_size * num_periods))
        start_iso = start.isoformat()

        ret = gdax_client.get_product_historic_rates(self.product, granularity=self.period_size, start=start_iso, end=end_iso)
        # Check if we got rate limited, which will return a JSON message
        while not isinstance(ret, list):
            time.sleep(3)
            ret = gdax_client.get_product_historic_rates(self.product, granularity=self.period_size, start=start_iso, end=end_iso)
        hist_data = np.array(ret, dtype='object')
        for row in hist_data:
            row[0] = datetime.datetime.fromtimestamp(row[0], pytz.utc)
        return np.flipud(hist_data)