mooquant_okex 0.1.2

mooquant okex module

# [Bitfinex](https://www.bitfinex.com/) [MooQuant](http://gbeced.github.io/pyalgotrade/) Module

This is a very early version of the module. Live trading is not yet implemented. Right now, I have only implemented LiveFeed (extends `barfeed.BaseBarFeed`). Live data is fetched from the trades and order book API endpoint of Bitfinex. Hopefully in the near future, a live broker class will be implemented.

The LiveFeed class can be plugged just as any other bar feed in MooQuant. To subscribe for bid and ask prices, just call `getOrderBookUpdateEvent().subscribe(<your_callback_function>)` from the LiveFeed instance. Kindly see example at sample.py.

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Sample dump: ` 2015-08-10 07:56:02,672 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.89 2015-08-10 07:56:10,800 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.93 2015-08-10 07:56:24,272 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.94 2015-08-10 07:56:29,269 strategy [INFO] Price: 265.91. Volume: 0.94. 2015-08-10 07:56:33,044 strategy [INFO] Order book updated. Best bid: 265.83. Best ask: 265.92 2015-08-10 07:56:43,051 strategy [INFO] Order book updated. Best bid: 265.65. Best ask: 265.8 2015-08-10 07:56:48,124 strategy [INFO] Price: 265.83. Volume: 2.91549425. 2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.419. 2015-08-10 07:56:48,125 strategy [INFO] Price: 265.83. Volume: 0.38. 2015-08-10 07:56:48,125 strategy [INFO] Exit signal. Sell at 265.65 2015-08-10 07:56:48,126 strategy [INFO] Position closed at 265.83 2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.634. 2015-08-10 07:56:48,126 strategy [INFO] Price: 265.83. Volume: 0.397. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.38. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 0.424. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.83. Volume: 7.6751. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.377. 2015-08-10 07:56:48,127 strategy [INFO] Price: 265.82. Volume: 0.376. 2015-08-10 07:56:48,128 strategy [INFO] Price: 265.78. Volume: 0.07. 2015-08-10 07:56:51,492 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.78 2015-08-10 07:56:59,802 strategy [INFO] Order book updated. Best bid: 265.66. Best ask: 265.79 2015-08-10 07:57:16,524 strategy [INFO] Order book updated. Best bid: 265.68. Best ask: 265.79 2015-08-10 07:57:21,770 strategy [INFO] Price: 265.79. Volume: 0.79. 2015-08-10 07:57:24,932 strategy [INFO] Order book updated. Best bid: 265.71. Best ask: 265.79 2015-08-10 07:57:33,249 strategy [INFO] Order book updated. Best bid: 265.76. Best ask: 265.79 2015-08-10 07:57:41,749 strategy [INFO] Order book updated. Best bid: 265.78. Best ask: 265.79 2015-08-10 07:58:30,414 strategy [INFO] Price: 265.79. Volume: 0.010227. 2015-08-10 07:58:30,415 strategy [INFO] Price: 265.79. Volume: 0.375861. `

This is based on Bitstamp and Xignite module of MooQuant. # mooquant_okex