This package has classes for the events emitted by Bitstamp’s streaming service. Check https://www.bitstamp.net/websocket/ for more information.
Bases: pyalgotrade.websocket.pusher.Event
An order book update event.
Returns a list with the top 20 ask prices.
Returns a list with the top 20 ask volumes.
Returns a list with the top 20 bid prices.
Returns a list with the top 20 bid volumes.
Returns the datetime.datetime when this event was received.
Bases: pyalgotrade.websocket.pusher.Event
A trade event.
Returns the trade amount.
Returns the datetime.datetime when this event was received.
Returns the trade id.
Returns the trade price.
Bases: pyalgotrade.barfeed.BaseBarFeed
A real-time BarFeed that builds bars from live trades.
Parameters: | maxLen (int.) – The maximum number of values that the pyalgotrade.dataseries.bards.BarDataSeries will hold. Once a bounded length is full, when new items are added, a corresponding number of items are discarded from the opposite end. |
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Note
Note that a Bar will be created for every trade, so open, high, low and close values will all be the same.
Returns the event that will be emitted as new trades are received from Bitstamp. To subscribe to this event you need to pass in a callable object that receives one parameter:
Bases: pyalgotrade.broker.backtesting.Broker
A Bitstamp backtesting broker.
Parameters: |
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Note
Bases: pyalgotrade.bitstamp.broker.BacktestingBroker
A Bitstamp paper trading broker.
Parameters: |
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Note
Bases: pyalgotrade.broker.Broker
A Bitstamp live broker.
Parameters: |
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Note
Refreshes cash and BTC balance.