Bug fixes and code optimizations.

Changes to be committed: modified: Base/JackrabbitLocker modified: Base/JackrabbitOliverTwist modified: Base/JackrabbitRelay modified: Base/Library/JRRmimic.py modified: Base/Library/JRRoanda.py modified: Base/Library/JackrabbitProxy.py modified: Base/Library/JackrabbitRelay.py
rapmd73 · Oct 1, 2024 · b371700 · b371700
1 parent e9eb2c8
commit b371700
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Showing 7 changed files with 19 additions and 57 deletions.
diff --git a/Base/JackrabbitLocker b/Base/JackrabbitLocker
@@ -28,7 +28,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.990"
+Version="0.0.0.1.995"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

diff --git a/Base/JackrabbitOliverTwist b/Base/JackrabbitOliverTwist
@@ -60,7 +60,7 @@ import subprocess
 import JRRsupport
 import JackrabbitRelay as JRR
 
-Version="0.0.0.1.990"
+Version="0.0.0.1.995"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 DataDirectory='/home/JackrabbitRelay2/Data'
 ConfigDirectory='/home/JackrabbitRelay2/Config'

diff --git a/Base/JackrabbitRelay b/Base/JackrabbitRelay
@@ -16,7 +16,7 @@ import json
 
 import JRRsupport
 
-Version="0.0.0.1.990"
+Version="0.0.0.1.995"
 BaseDirectory='/home/JackrabbitRelay2/Base'
 ConfigDirectory='/home/JackrabbitRelay2/Config'
 LogDirectory="/home/JackrabbitRelay2/Logs"

diff --git a/Base/Library/JRRmimic.py b/Base/Library/JRRmimic.py
@@ -45,7 +45,7 @@ class mimic:
     #   placed in init and released at exit.
 
     def __init__(self,Exchange,Config,Active,DataDirectory=None):
-        self.Version="0.0.0.1.990"
+        self.Version="0.0.0.1.995"
 
         self.StableCoinUSD=['USDT','USDC','BUSD','UST','DAI','FRAX','TUSD', \
                 'USDP','LUSD','USDN','HUSD','FEI','TRIBE','RSR','OUSD','XSGD', \

diff --git a/Base/Library/JRRoanda.py b/Base/Library/JRRoanda.py
@@ -200,68 +200,30 @@ def GetPositions(self,**kwargs):
     # Get candlestick (OHLCV) data
 
     def GetOHLCV(self,**kwargs):
-        RFC3339="%Y-%m-%dT%H:%M:%SZ"
         symbol=kwargs.get('symbol').replace('/','_')
         pair=symbol.replace('_','')
         timeframe=kwargs.get('timeframe')
         limit=str(kwargs.get('limit',None))
-        tffrom=str(kwargs.get('tffrom',None))
-        tfto=str(kwargs.get('tfto',None))
-        stime=None
-        etime=None
 
         if limit!=None and limit!="None":
             params={"granularity":timeframe.upper(), "count":limit }
-        elif tffrom!=None:
-            stime=v20Generic.secs2time(int(tffrom)/1000).strftime(RFC3339)
-            if limit==None or limit=="None":
-                limit=5000
-            if tfto==None or tfto=="None":
-                etime=v20Generic.secs2time(time.time()).strftime(RFC3339)
-            else:
-                etime=v20Generic.secs2time(int(tfto)/1000).strftime(RFC3339)
-            params={"granularity":timeframe.upper(), "from":stime, "to":etime, "count":limit }
 
         candles=[]
         self.SetPipValue(symbol)
 
-        if 'from' not in params:
-            res=v20Instruments.InstrumentsCandles(instrument=symbol,params=params)
-            self.Results=self.API("GetOHLCV",request=res)
-
-            for cur in self.Results['candles']:
-                candle=[]
-                candle.append(int(datetime.strptime(cur['time'],'%Y-%m-%dT%H:%M:%S.000000000Z').timestamp())*1000)
-                candle.append(float(cur['mid']['o']))
-                candle.append(float(cur['mid']['h']))
-                candle.append(float(cur['mid']['l']))
-                candle.append(float(cur['mid']['c']))
-                candle.append(float(cur['volume']))
-                candles.append(candle)
-            return candles
-        else:
-            # Fetch full history. This will NOT be fast as S5 goes back to 2005...
-
-            # Too big for memory so save in Data Directory. I'm going this way because I need ratelimit and
-            # retry functionality already built into Relay. This will have to be written to disk and post
-            # processed.
-
-            ParamList=v20Factories.InstrumentsCandlesFactory(instrument=symbol,params=params)
-            fn=f"{self.DataDirectory}/{pair}.{timeframe}.csv"
-            for r in ParamList:
-                sParams=r.__dict__['params']
-                result=v20Instruments.InstrumentsCandles(instrument=symbol,params=sParams)
-                res=self.API("GetOHLCV",request=result)
-
-                for cur in res['candles']:
-                    dt=int(datetime.strptime(cur['time'],'%Y-%m-%dT%H:%M:%S.000000000Z').timestamp())*1000
-                    o=float(cur['mid']['o'])
-                    h=float(cur['mid']['h'])
-                    l=float(cur['mid']['l'])
-                    c=float(cur['mid']['c'])
-                    v=float(cur['volume'])
-                    JRRsupport.AppendFile(fn,f'{dt},{o:.5f},{h:.5f},{l:.5f},{c:.5f},{v:.5f}\n')
-            return fn
+        res=v20Instruments.InstrumentsCandles(instrument=symbol,params=params)
+        self.Results=self.API("GetOHLCV",request=res)
+
+        for cur in self.Results['candles']:
+            candle=[]
+            candle.append(int(datetime.strptime(cur['time'],'%Y-%m-%dT%H:%M:%S.000000000Z').timestamp())*1000)
+            candle.append(float(cur['mid']['o']))
+            candle.append(float(cur['mid']['h']))
+            candle.append(float(cur['mid']['l']))
+            candle.append(float(cur['mid']['c']))
+            candle.append(float(cur['volume']))
+            candles.append(candle)
+        return candles
 
     # Get the bid/ask values of the curent ticker
 

diff --git a/Base/Library/JackrabbitProxy.py b/Base/Library/JackrabbitProxy.py
@@ -50,7 +50,7 @@
 class JackrabbitProxy:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,Usage=None):
         # All the default locations
-        self.Version="0.0.0.1.990"
+        self.Version="0.0.0.1.995"
         self.BaseDirectory='/home/JackrabbitRelay2/Base'
         self.ConfigDirectory='/home/JackrabbitRelay2/Config'
         self.DataDirectory="/home/JackrabbitRelay2/Data"

diff --git a/Base/Library/JackrabbitRelay.py b/Base/Library/JackrabbitRelay.py
@@ -110,7 +110,7 @@ def Success(self,f,s):
 class JackrabbitRelay:
     def __init__(self,framework=None,payload=None,exchange=None,account=None,asset=None,secondary=None,NoIdentityVerification=False,Usage=None,RaiseError=False):
         # All the default locations
-        self.Version="0.0.0.1.990"
+        self.Version="0.0.0.1.995"
         self.NOhtml='<html><title>NO!</title><body style="background-color:#ffff00;display:flex;weight:100vw;height:100vh;align-items:center;justify-content:center"><h1 style="color:#ff0000;font-weight:1000;font-size:10rem">NO!</h1></body></html>'
         self.Directories={}
         self.Directories['Base']='/home/JackrabbitRelay2/Base'