Merge pull request #5 from EVEprosper/btc

Add support for crypto currencies

.travis.yml

@@ -3,7 +3,7 @@ python:
   - "3.5"
   - "3.6"
   - "3.6-dev" # 3.6 development branch
-  - "3.7-dev" # 3.7 development branch
+#  - "3.7-dev" # 3.7 development branch
 install: 
   - "pip install semantic_version"
   - "pip install ."
@@ -14,6 +14,7 @@ after_success:
   - "pip install python-coveralls"
   - "coveralls"
 deploy:
+  skip_cleanup: true
   provider: pypi
   user: lockefox
   password:

MANIFEST.in

@@ -0,0 +1 @@
+include prosper/datareader/version.txt

README.rst

@@ -40,8 +40,15 @@ Supported Feeds
 - Market News Feed: Google
 - Price Quote: Robinhood
 
+**Coins**: helper libraries for fetching info on crypto currencies (via `hitBTC`_)
+
+- Ticker Info: get info about coin<->currency conversion metadata
+- Price Quote: get latest OHLC data for given coin 
+- Order Book: view current orders
+
 .. _pandas-datareader: https://pandas-datareader.readthedocs.io/en/latest/index.html
 .. _vader_sentiment: http://www.nltk.org/api/nltk.sentiment.html#module-nltk.sentiment.vader
+.. _hitBTC: https://hitbtc.com
 
 .. |Show Logo| image:: http://dl.eveprosper.com/podcast/logo-colour-17_sm2.png
    :target: http://eveprosper.com

docs/coins_help.rst

@@ -0,0 +1,72 @@
+========================
+prosper.datareader.coins
+========================
+
+Meant as an extension of `pandas-datareader`_, ``prosper.datareader.coins`` provides the ability to fetch and parse data pertaining to crypto currencies.
+
+``prosper.datareader.coins`` relies on services from `hitBTC`_.
+
+Info
+====
+
+General metadata and feed testing tools.
+
+**NOTE**: will implement caching layer for info, since this data should only refresh daily
+
+get_symbol()
+------------
+
+    ``symbol_name = coins.info.get_symbol('COIN_TIKER', 'CONVERT_TICKER')``
+
+Price of a crypto currency is measured in relation to other currencies a la FOREX.  `hitBTC`_ requires a smash-cut version of coin + currency.
+
+Examples:
+
++------+----------+--------+
+| Coin | Currency | Ticker |
++======+==========+========+
+| BTC  | USD      | BTCUSD |
++------+----------+--------+
+| ETH  | EUR      | ETHEUR |
++------+----------+--------+
+| ETH  | BTC      | ETHBTC |
++------+----------+--------+
+
+Expected supported currencies:
+
+- ``USD``
+- ``EUR``
+- ``ETH``
+- ``BTC``
+
+For more info, try ``info.supported_currencies()`` for a current list
+
+get_ticker_info()
+-----------------
+
+    ``ticker_info = coins.info.get_ticker_info('TICKER')``
+
+If working backwards from a ticker, this function returns the original `hitBTC symbols`_ data.  
+
+Prices
+======
+
+get_quote_hitbtc()
+------------------
+
+    ``quote_df = coins.prices.get_quote_hitbtc(['BTC', 'ETH'])``
+
+Get a peek at the current price and trend of your favorite crypto currency.  This feed helps get OHLC data as well as mimic `pandas-datareader`_ quote behavior with keys like ``pct_change``.
+
+get_orderbook_hitbtc()
+----------------------
+
+    ``orderbook = coins.prices.get_orderbook_hitbtc('BTC', 'asks')``
+
+When you absolutely, positively, need all the data... go to the orderbook.  This supports ``asks`` and ``bids`` for lookup.
+
+## TODO: add ``both`` behavior
+
+.. _pandas-datareader: https://pandas-datareader.readthedocs.io/en/latest/index.html
+.. _hitBTC: https://hitbtc.com/
+.. _hitBTC symbols: https://hitbtc.com/api#symbols

docs/index.rst

@@ -23,7 +23,7 @@ Supported Feeds
 
 * `Utils`_: General utilities for additional insights
 * `Stocks`_: Parse IRL stock quote data
-
+* `Coins`_: Data utilities for cryptocoin price quotes
 
 Index
 =====
@@ -33,9 +33,10 @@ Index
    :caption: Contents:
 
    getting_started.rst
-   utils_help.rst
    stocks_help.rst
-
+   coins_help.rst
+   utils_help.rst
+
 Indices and tables
 ==================
 
@@ -47,6 +48,7 @@ Indices and tables
 .. _pandas-datareader: https://pandas-datareader.readthedocs.io/en/latest/index.html
 .. _Stocks: stocks_help.html
 .. _Utils: utils_help.html
+.. _Coins: coins_help.html
 
 .. |Build Status| image:: https://travis-ci.org/EVEprosper/ProsperDatareader.svg?branch=master
    :target: https://travis-ci.org/EVEprosper/ProsperDatareader

docs/source/datareader.coins.rst

@@ -0,0 +1,30 @@
+datareader\.coins package
+=========================
+
+Submodules
+----------
+
+datareader\.coins\.info module
+------------------------------
+
+.. automodule:: datareader.coins.info
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+datareader\.coins\.prices module
+--------------------------------
+
+.. automodule:: datareader.coins.prices
+    :members:
+    :undoc-members:
+    :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: datareader.coins
+    :members:
+    :undoc-members:
+    :show-inheritance:

docs/source/datareader.rst

@@ -6,6 +6,7 @@ Subpackages
 
 .. toctree::
 
+    datareader.coins
     datareader.stocks
 
 Submodules

prosper/datareader/_version.py

@@ -18,11 +18,15 @@ def get_version():
 
     """
     if not INSTALLED:
-        warnings.warn(
-            'Unable to resolve package version until installed',
-            UserWarning
-        )
-        return '0.0.0'  #can't parse version without stuff installed
+        try:
+            with open('version.txt', 'r') as v_fh:
+                return v_fh.read()
+        except Exception:
+            warnings.warn(
+                'Unable to resolve package version until installed',
+                UserWarning
+            )
+            return '0.0.0'  #can't parse version without stuff installed
 
     return p_version.get_version(HERE)
 

prosper/datareader/coins/info.py

@@ -0,0 +1,117 @@
+"""datareader.coins.info.py: tools for fetching cryptocoin metadata"""
+from datetime import datetime
+import itertools
+from os import path
+
+import requests
+import pandas as pd
+
+from prosper.datareader.config import LOGGER as G_LOGGER
+import prosper.datareader.exceptions as exceptions
+
+LOGGER = G_LOGGER
+HERE = path.abspath(path.dirname(__file__))
+
+__all__ = (
+    'get_symbol', 'get_ticker_info', 'supported_symbol_info'
+)
+
+SYMBOLS_URI = 'http://api.hitbtc.com/api/1/public/symbols'
+def get_supported_symbols_hitbtc(
+        uri=SYMBOLS_URI,
+        data_key='symbols'
+):
+    """fetch supported symbols from API
+
+    Note:
+        Supported by hitbtc
+        https://hitbtc.com/api#symbols
+
+    Args:
+        uri (str, optional): address for API
+        data_key (str, optional): data key name in JSON data
+
+    Returns:
+        (:obj:`list`): list of supported feeds
+
+    """
+    req = requests.get(uri)
+    req.raise_for_status()
+    data = req.json()
+
+    return data[data_key]
+
+################################################################################
+
+def supported_symbol_info(
+        key_name
+):
+    """find unique values for key_name in symbol feed
+
+    Args:
+        key_name (str): name of key to search
+
+    Returns:
+        (:obj:`list`): list of unique values
+
+    """
+    symbols_df = pd.DataFrame(get_supported_symbols_hitbtc())
+
+    unique_list = list(symbols_df[key_name].unique())
+
+    return unique_list
+
+def get_symbol(
+        commodity_ticker,
+        currency_ticker,
+        logger=LOGGER
+):
+    """get valid ticker to look up
+
+    Args:
+        commodity_ticker (str): short-name for crypto coin
+        currency_ticker (str): short-name for currency
+        logger (:obj:`logging.logger`, optional): logging handle
+
+    Returns:
+        (str): valid ticker for HITBTC
+
+    """
+    logger.info('--Fetching symbol list from API')
+    symbols_df = pd.DataFrame(get_supported_symbols_hitbtc())
+
+    symbol = symbols_df.query(
+        'commodity==\'{commodity}\' & currency==\'{currency}\''.format(
+            commodity=commodity_ticker.upper(),
+            currency=currency_ticker.upper()
+        ))
+
+    if symbol.empty:
+        raise exceptions.SymbolNotSupported()
+
+    return symbol['symbol'].iloc[0]
+
+def get_ticker_info(
+        ticker,
+        logger=LOGGER
+):
+    """reverse lookup, get more info about a requested ticker
+
+    Args:
+        ticker (str): info ticker for coin (ex: BTCUSD)
+        force_refresh (bool, optional): ignore local cacne and fetch directly from API
+        logger (:obj:`logging.logger`, optional): logging handle
+
+    Returns:
+        (:obj:`dict`): hitBTC info about requested ticker
+
+    """
+    logger.info('--Fetching symbol list from API')
+    data = get_supported_symbols_hitbtc()
+
+    ## Skip pandas, vanilla list search ok here
+    for ticker_info in data:
+        if ticker_info['symbol'] == ticker.upper():
+            return ticker_info
+
+    raise exceptions.TickerNotFound()