exchanges

import time
import datetime
import threading

def importa(url):
    import urllib.request
    prices=urllib.request.urlopen(urllib.request.Request(url)).read()
    data=eval(prices)
    return data

def stampa(exchange_name,datatype,dati):
    fill=open('dati/'+exchange_name+'_'+datatype+'.dat','a')
    print(datetime.datetime.utcnow().strftime("%Y""-""%m""-""%d""-""%H""-""%M""-""%S"),int(time.time()/60),dati, file=fill)
    fill.close()

def stats(exchange_name,price,exchange):
    ask=0
    bid=0
    print("stats",exchange[1][0][1])
    pressione=[]
    bids=[]
    asks=[]
    pressione_stampa=''
    dati_stampa=''
    for x in range(101):
        pressione+=[[]]
        bids+=[[]]
        asks+=[[]]
    for r in range(5,101,5):
        for x in range(len(exchange[0][0])):
            if float(exchange[0][0][x])>price*(1-r/100):
                bid+=float(exchange[0][0][x])*float(exchange[0][1][x])
        for x in range(len(exchange[1][0])):
            if float(exchange[1][0][x])<price*(1+r/100):
                ask+=float(exchange[1][0][x])*float(exchange[1][1][x])
        pressione[r]="%.2f"%(bid/ask)
        bids[r]="%.2f"%bid
        asks[r]="%.2f"%ask
        print(exchange_name,r,pressione[r],bids[r],asks[r])#########################
        pressione_stampa+=str(pressione[r])+' '
        dati_stampa+=str(bids[r])+' '+str(asks[r])+' '
        bid=ask=0
    pressione_name="pressione"
    dati_name="dati"
    pressione_stampa+=str("%.2f"%price)
    dati_stampa+=str("%.2f"%price)
    stampa(exchange_name,pressione_name,pressione_stampa) #c'è un modo per non passare l'egormento del nome? tipo eval(str(exchange)+'_dati1'
    stampa(exchange_name,dati_name,dati_stampa)


##CONVERT FORMATS IN THE SAME STRUCTURE AND IMPORT DATA!!
##data format: exchange=[bids[[prices],[amounts]],asks[[prices],[amounts]]]
#prices=[21,51,54] and amount=[41,651,45,654]
#example: exchange[bids=1][price=0][x]
#====bitstamp===================
##import data
stamp=importa('https://www.bitstamp.net/api/order_book/')
stamp_price=float(importa('https://www.bitstamp.net/api/ticker/')["last"])
#convert formats
bitstamp=[ [[],[]] , [[],[]] ]
for x in range(len(stamp["bids"])):
    bitstamp[0][0]+=[float(stamp["bids"][x][0])]
    bitstamp[0][1]+=[float(stamp["bids"][x][1])]
for x in range(len(stamp["asks"])):
    bitstamp[1][0]+=[float(stamp["asks"][x][0])]
    bitstamp[1][1]+=[float(stamp["asks"][x][1])]
#====mtgox======================
##import data
gox=importa('http://data.mtgox.com/api/1/BTCUSD/depth/full')
gox_price=float(importa('http://data.mtgox.com/api/1/BTCUSD/ticker_fast')["return"]["last_local"]["value"])
#convert formats
mtgox=[ [[],[]] , [[],[]] ]
for x in range(len(gox["return"]["bids"])):
    mtgox[0][0]+=[gox["return"]["bids"][x]["price"]]
    mtgox[0][1]+=[gox["return"]["bids"][x]["amount"]]
for x in range(len(gox["return"]["asks"])):
    mtgox[1][0]+=[gox["return"]["asks"][x]["price"]]
    mtgox[1][1]+=[gox["return"]["asks"][x]["amount"]]
bitstamp_name="bitstamp"
mtgox_name="mtgox"
stats(bitstamp_name,stamp_price,bitstamp)
stats(mtgox_name,gox_price,mtgox)