These are useful utility functions that simplify interactions with the blankly module.
epoch_from_ISO8601(iso8601) -> float
Get the epoch time from an iso string.
Arguments
| Arg | Description | Examples | Type |
|---|
| iso8601 | ISO8601 string | 2021-06-06T23:38:27Z | str |
Response
| Description | Examples | Type |
|---|
| An epoch number representation of the ISO time that as passed in. | 1623022707 | float |
ISO8601_from_epoch(epoch) -> str
Get the ISO8601 string from epoch time.
Arguments
| Arg | Description | Examples | Type |
|---|
| epoch | Epoch time number | 1623022707 | float |
Response
| Description | Examples | Type |
|---|
| An ISO representation of the epoch number that was passed in. | 2021-06-06T23:38:27Z | str |
to_blankly_sybol(symbol, exchange, quote_guess=None) -> str
Convert an asset id returned by an exchange to one that can be easily parsed & manipulated by blankly. This generally means adding a "-" between the quote and base pairs.
Arguments
| Arg | Description | Examples | Type |
|---|
| symbol | The identifier or trading pair returned by the non-conforming exchange. | "BTCUSD" or "XLMUSD" | str |
| exchange | The identifier for the exchange the trading pair comes from | "coinbase_pro" or "binance" | str |
| quote_guess | An optional argument that allows the function to more easily parse the trading pair. If left blank, this will attempt applying a list of known quotes. | "USD" if guessing "BTCUSD" | str |
Response
| Description | Examples | Type |
|---|
| A asset id string that follows blankly conventions. | "BTC-USD" or "XLM-USD" | str |
to_exchange_symbol(blankly_symbol, exchange)
Turn a blankly asset id into one that can be used by other exchanges. For example this will remove the - from BTC-USDT if exchange='binance'.
Arguments
| Arg | Description | Examples | Type |
|---|
| blankly_symbol | Blankly formatted symbol for a particular currency. | "BTC-USD" or "XLM-USD" | str |
| exchange | The identifier for the exchange to convert the trading pair to. | "coinbase_pro" or "binance" | str |
Response
| Description | Examples | Type |
|---|
| An asset id that follows the specified exchange's conventions. | "BTCUSD" or "XLM-USD" | str |
get_base_asset(symbol)
Get the base asset from the blankly trading pair. This will give the BTC of BTC-USD
Arguments
| Arg | Description | Examples | Type |
|---|
| symbol | Blankly formatted asset id for a particular asset. | "BTC-USD" or "XLM-USD" or "MSFT" | str |
Response
| Description | Examples | Type |
|---|
| The base asset of the specified symbol. | "BTC" from "BTC-USD" or "XLM" from "XLM-USD" or "MSFT" | str |
get_quote_asset(symbol)
Get the quote asset from the blankly trading pair. This will get the USD of BTC-USD.
Arguments
| Arg | Description | Examples | Type |
|---|
| symbol | Blankly formatted asset id for a particular currency. | "BTC-USD" or "XLM-USD" or "MSFT" | str |
Response
| Description | Examples | Type |
|---|
| The quote asset of the specified trading pair. | "USD" from "BTC-USD" or "USD" from "XLM-USD" or "MSFT" | str |
trunc(number: float, decimals: int) -> float
Cleanly truncate a number to a certain number of decimals. This is very useful for interacting with exchange resolutions.
Using the round() function can create slippage & make a number to greater than an account value leading to an Insufficient Funds error.
Arguments
| Arg | Description | Examples | Type |
|---|
| number | A float input | 2.353244245 or 459.435322 | float |
| decimals | Number of decimals to keep | 2 or '13' | int |
Response
| Description | Examples | Type |
|---|
| A truncated version of the input number | blankly.trunc(2.3453243, 2) == 2.34 | float |
count_decimals(number: float) -> int
Count the number of decimals in a number given a float: 1.4335 -> 4 or 3 -> 0.
Arguments
| Arg | Description | Examples | Type |
|---|
| number | A float input | 2.353244245 or 459.435322 | float |
Response
| Description | Examples | Type |
|---|
| The number of decimals in the number | 4.545 -> 3 | int |
aggregate_candles(history: pd.DataFrame, aggregation_size: int)
Given a set of high resolution candles, turn them into low resolution candles at a different interval. For example, turn 15 1-minute bars into 1 15-minute bar. Any remainder candles that don't evenly fit an interval are still aggregated into a final bar (which of course represents less data).
Arguments
| Arg | Description | Examples | Type |
|---|
| history | A dataframe with open, high, low, close, volume, time | open, high, low close, volume, time | pd.DataFrame |
| aggregation_size | Number of bars to put into a single bar | 2 or 15 | int |
Response
| Description | Examples | Type |
|---|
A dataframe with the original candles aggregated at the aggregation_size | open, high, low close, volume, time | pd.Dataframe |
count_decimals(number: float) -> int
A simple & very useful function especially for order filters. Given a number such as 3.141 this will return the number of decimals of that number 3.141 -> 3. An integer will give a zero value.
Arguments
| Arg | Description | Examples | Type |
|---|
| number | A float or integer value to find the number of decimals | 3.141 or 143 | int or float |
Response
| Description | Examples | Type |
|---|
| The number of decimals in the passed number | 4 or 0 | int |