exch_kraken.py 文件源码

def parse_trade(cls, instmt, raw):
        """
        :param instmt: Instrument
        :param raw: Raw data in JSON
        :return:
        """
        trade = Trade()

        # Trade price
        trade.trade_price = float(str(raw[0]))

        # Trade volume
        trade.trade_volume = float(str(raw[1]))

        # Timestamp
        date_time = float(raw[2])
        trade.date_time = datetime.utcfromtimestamp(date_time).strftime("%Y%m%d %H:%M:%S.%f")

        # Trade side
        trade.trade_side = Trade.parse_side(raw[3])

        # Trade id
        trade.trade_id = trade.date_time + '-' + str(instmt.get_exch_trade_id())

        return trade