nikhilsaraf / ticker-py

a ticker script for stellar

Stellar Ticker

A script to aggregate curated trade data from Stellar and dump it to a JSON file.

Input

The toml file is now autogenerated, see the gen_ticker_pairs.py script.

A TOML file containing a list of asset pairs formatted as following:

[[pair]]
name = "XLM_BTC"
base_asset_code = "XLM"
base_asset_issuer = "native"
counter_asset_code = "BTC"
counter_asset_issuer = "GDXTJEK4JZNSTNQAWA53RZNS2GIKTDRPEUWDXELFMKU52XNECNVDVXDI"

Note:

• The name field can contain any arbitrary string but should be a meaningful description of the pair.
• Pairs that share the same name will be aggregated together. This allows for multiple anchors of, for example, BTC to share a ticker entry.

Output

{
    "generated_at": 1511810991594, 
    "pairs": [
        {
            "base_volume": "9025.0000000", 
            "counter_volume": "0.0505390", 
            "name": "XLM_BTC", 
            "price": "0.0000056", 
            "trade_count": 3
        }
    ]
}

Note:

• generated_at is timestamp of generation, represented as millis since epoch.
• base_volume is total aggregated base asset volume traded. String representation of a float with 7 digits after the decimal point.
• counter_volume is a total aggregated counter asset volume traded. String representation of a float with 7 digits after the decimal point.
• name correlates to the input pair name.
• trade_count is a total count of aggregated trades.
• price is an average calculated as counter_volume/base_volume.

Install

Assuming python 2 and pip are installed

$ pip install -r requirements.txt

Run

To run with default settings:

$ python ticker.py

Configuration

$ python ticker.py -h
usage: ticker.py [-h] [-c PAIRS_TOML] [-u HORIZON_HOST] [-t TIME_DURATION]
                 [-b BUCKET_RESOLUTION] [-o OUTPUT_FILE]

optional arguments:
  -h, --help            show this help message and exit
  -c PAIRS_TOML, --pairs_toml PAIRS_TOML
                        path to toml file containing asset pairs (default:
                        pairs.toml)
  -u HORIZON_HOST, --horizon_host HORIZON_HOST
                        horizon host, including scheme (default:
                        https://horizon.stellar.org)
  -t TIME_DURATION, --time_duration TIME_DURATION
                        time duration in millis, defaults to 24 hours
                        (default: 86400000)
  -b BUCKET_RESOLUTION, --bucket_resolution BUCKET_RESOLUTION
                        bucket resolution for aggregation in millis, defaults
                        to 5 minutes (default: 300000)
  -o OUTPUT_FILE, --output_file OUTPUT_FILE
                        output file path (default: ticker.json)