Source code for babao.inputs.trades.krakenTradesInputBase

"""
Module containing base class for any kraken trades input
"""

from abc import abstractmethod

import pandas as pd

import babao.utils.log as log
import babao.utils.date as du
from babao.inputs.krakenInputBase import ABCKrakenInput
from babao.inputs.trades.tradesInputBase import ABCTradesInput


class ABCKrakenTradesInput(ABCTradesInput, ABCKrakenInput):
    """Base class for any kraken trades input"""

    @property
    @abstractmethod
    def pair(self):
        """
        Overide this method with the desired asset pair as string
        ex: self.pair = "XXBTZEUR"
        """
        pass

    def fetch(self):
        if self.current_row is None:
            since = 0  # TODO: do we really need allllll the data? du.EPOCH
        else:
            since = self.current_row.name

        res = self._doRequest("Trades", {
            "pair": self.__class__.pair,
            "since": str(since)
        })
        if res is None:
            self.up_to_date = False
            return None

        fresh_data = pd.DataFrame(
            res[self.__class__.pair],
            columns=[  # as returned by kraken api
                "price", "volume", "time", "buy-sell", "market-limit", "misc"
            ],
            dtype=float
        )

        if not fresh_data.empty:
            fresh_data["time"] = du.secToNano(fresh_data["time"])

            if not fresh_data["time"].is_monotonic_increasing:
                log.warning("Sorting kraken data -.-")
                fresh_data.sort_values(by=['time'], inplace=True)

            fresh_data.loc[
                fresh_data["time"] == fresh_data["time"].iat[-1],
                "time"
            ] = int(res["last"])

            if since > fresh_data["time"].iat[0]:
                fresh_data.loc[
                    fresh_data["time"] < since,
                    "time"
                ] = since

            fresh_data.index = fresh_data["time"]

        del fresh_data["misc"]
        del fresh_data["market-limit"]  # this could be useful
        del fresh_data["buy-sell"]  # idem
        del fresh_data["time"]

        self.up_to_date = len(fresh_data) != 1000
        return fresh_data