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do not try to process empty dataframes.
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@dominiktraxl
dominiktraxl committed Jan 24, 2018
1 parent 8086338 commit 5f7c9a3
Showing 1 changed file with 139 additions and 112 deletions.
251 changes: 139 additions & 112 deletions pykrakenapi/pykrakenapi.py
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Original file line number Diff line number Diff line change
Expand Up @@ -501,19 +501,24 @@ def get_ohlc_data(self, pair, interval=1, since=None, ascending=False):
ohlc = pd.DataFrame(res['result'][pair])
last = res['result']['last']

# set time, column names
ohlc.columns = [
'time', 'open', 'high', 'low', 'close', 'vwap', 'volume', 'count'
]
ohlc['dtime'] = pd.to_datetime(ohlc.time, unit='s')
ohlc.sort_values('dtime', ascending=ascending, inplace=True)
ohlc.set_index('dtime', inplace=True)
if ohlc.empty:
return ohlc, last

# dtypes
for col in ['open', 'high', 'low', 'close', 'vwap', 'volume']:
ohlc.loc[:, col] = ohlc[col].astype(float)
else:
# set time, column names
ohlc.columns = [
'time', 'open', 'high', 'low', 'close',
'vwap', 'volume', 'count',
]
ohlc['dtime'] = pd.to_datetime(ohlc.time, unit='s')
ohlc.sort_values('dtime', ascending=ascending, inplace=True)
ohlc.set_index('dtime', inplace=True)

# dtypes
for col in ['open', 'high', 'low', 'close', 'vwap', 'volume']:
ohlc.loc[:, col] = ohlc[col].astype(float)

return ohlc, last
return ohlc, last

@crl_sleep
@callratelimiter('other')
Expand Down Expand Up @@ -582,20 +587,18 @@ def get_order_book(self, pair, count=100, ascending=False):

# column names
cols = ['price', 'volume', 'time']
asks.columns = cols
bids.columns = cols

# set datetime
asks['dtime'] = pd.to_datetime(asks.time, unit='s')
bids['dtime'] = pd.to_datetime(bids.time, unit='s')

# sort by time
asks.sort_values('dtime', ascending=ascending, inplace=True)
bids.sort_values('dtime', ascending=ascending, inplace=True)
if not asks.empty:
asks.columns = cols
asks['dtime'] = pd.to_datetime(asks.time, unit='s')
asks.sort_values('dtime', ascending=ascending, inplace=True)
asks.set_index('dtime', inplace=True)

# set index
asks.set_index('dtime', inplace=True)
bids.set_index('dtime', inplace=True)
if not bids.emtpy:
bids.columns = cols
bids['dtime'] = pd.to_datetime(bids.time, unit='s')
bids.sort_values('dtime', ascending=ascending, inplace=True)
bids.set_index('dtime', inplace=True)

return asks, bids

Expand Down Expand Up @@ -662,26 +665,29 @@ def get_recent_trades(self, pair, since=None, ascending=False):

# create dataframe
trades = pd.DataFrame(res['result'][pair])
trades.columns = [
'price', 'volume', 'time', 'buy_sell', 'market_limit', 'misc'
]
trades.buy_sell.replace('b', 'buy', inplace=True)
trades.buy_sell.replace('s', 'sell', inplace=True)
trades.market_limit.replace('l', 'limit', inplace=True)
trades.market_limit.replace('m', 'market', inplace=True)

# time
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)

# dtypes
for col in ['price', 'volume']:
trades.loc[:, col] = trades[col].astype(float)

# last timestamp
last = int(res['result']['last'])

if not trades.empty:

trades.columns = [
'price', 'volume', 'time', 'buy_sell', 'market_limit', 'misc'
]
trades.buy_sell.replace('b', 'buy', inplace=True)
trades.buy_sell.replace('s', 'sell', inplace=True)
trades.market_limit.replace('l', 'limit', inplace=True)
trades.market_limit.replace('m', 'market', inplace=True)

# time
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)

# dtypes
for col in ['price', 'volume']:
trades.loc[:, col] = trades[col].astype(float)

return trades, last

@crl_sleep
Expand Down Expand Up @@ -751,21 +757,24 @@ def get_recent_spread_data(self, pair, since=None, ascending=False):

# create dataframe
spread = pd.DataFrame(res['result'][pair])
spread.columns = ['time', 'bid', 'ask']

# time
spread['dtime'] = pd.to_datetime(spread.time, unit='s')
spread.sort_values('dtime', ascending=ascending, inplace=True)
spread.set_index('dtime', inplace=True)

# spread
spread.loc[:, 'bid'] = spread.bid.astype(float)
spread.loc[:, 'ask'] = spread.ask.astype(float)
spread['spread'] = spread.ask - spread.bid

# last timestamp
last = int(res['result']['last'])

if not spread.empty:

spread.columns = ['time', 'bid', 'ask']

# time
spread['dtime'] = pd.to_datetime(spread.time, unit='s')
spread.sort_values('dtime', ascending=ascending, inplace=True)
spread.set_index('dtime', inplace=True)

# spread
spread.loc[:, 'bid'] = spread.bid.astype(float)
spread.loc[:, 'ask'] = spread.ask.astype(float)
spread['spread'] = spread.ask - spread.bid

return spread, last

@crl_sleep
Expand Down Expand Up @@ -814,7 +823,9 @@ def get_account_balance(self, otp=None):

# create dataframe
balance = pd.DataFrame(index=['vol'], data=res['result']).T
balance.loc[:, 'vol'] = balance.vol.astype(float)

if not balance.empty:
balance.loc[:, 'vol'] = balance.vol.astype(float)

return balance

Expand Down Expand Up @@ -882,7 +893,9 @@ def get_trade_balance(self, aclass='currency', asset='ZEUR', otp=None):

# create dataframe
tradebalance = pd.DataFrame(index=[asset], data=res['result']).T
tradebalance.loc[:, asset] = tradebalance[asset].astype(float)

if not tradebalance.empty:
tradebalance.loc[:, asset] = tradebalance[asset].astype(float)

return tradebalance

Expand Down Expand Up @@ -1064,9 +1077,11 @@ def get_closed_orders(self, trades=False, userref=None, start=None,
# create dataframe
closed = pd.DataFrame(res['result']['closed']).T

if closed.empty:
return closed, 0
else:
# count
count = res['result']['count']

if not closed.empty:

descr = closed.descr.apply(pd.Series)
descr.columns = ['descr_{}'.format(col) for col in descr.columns]
del closed['descr']
Expand All @@ -1077,10 +1092,7 @@ def get_closed_orders(self, trades=False, userref=None, start=None,
'descr_price', 'descr_price2']:
closed.loc[:, col] = closed[col].astype(float)

# count
count = res['result']['count']

return closed, count
return closed, count

@crl_sleep
@callratelimiter('other')
Expand Down Expand Up @@ -1135,15 +1147,18 @@ def query_orders_info(self, txid, trades=False, userref=None, otp=None):

# create dataframe
orders = pd.DataFrame(res['result']).T
descr = orders.descr.apply(pd.Series)
descr.columns = ['descr_{}'.format(col) for col in descr.columns]
del orders['descr']
orders = pd.concat((orders, descr), axis=1)
for col in ['closetm', 'expiretm', 'opentm', 'starttm']:
orders.loc[:, col] = orders[col].astype(int)
for col in ['cost', 'fee', 'price', 'vol', 'vol_exec', 'descr_price',
'descr_price2']:
orders.loc[:, col] = orders[col].astype(float)

if not orders.empty:

descr = orders.descr.apply(pd.Series)
descr.columns = ['descr_{}'.format(col) for col in descr.columns]
del orders['descr']
orders = pd.concat((orders, descr), axis=1)
for col in ['closetm', 'expiretm', 'opentm', 'starttm']:
orders.loc[:, col] = orders[col].astype(int)
for col in ['cost', 'fee', 'price', 'vol', 'vol_exec',
'descr_price', 'descr_price2']:
orders.loc[:, col] = orders[col].astype(float)

return orders

Expand Down Expand Up @@ -1255,21 +1270,24 @@ def get_trades_history(self, type='all', trades=False, start=None,

# create dataframe
trades = pd.DataFrame(res['result']['trades']).T
trades.index.name = 'txid'
trades.reset_index(inplace=True)

# append datetime, sort by it
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)

# set dtypes
for col in ['cost', 'fee', 'margin', 'price', 'time', 'vol']:
trades.loc[:, col] = trades[col].astype(float)

# count
count = res['result']['count']

if not trades.empty:

trades.index.name = 'txid'
trades.reset_index(inplace=True)

# append datetime, sort by it
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)

# set dtypes
for col in ['cost', 'fee', 'margin', 'price', 'time', 'vol']:
trades.loc[:, col] = trades[col].astype(float)

return trades, count

@crl_sleep
Expand Down Expand Up @@ -1327,17 +1345,20 @@ def query_trades_info(self, txid, trades=False, otp=None, ascending=False):

# create dataframe
trades = pd.DataFrame(res['result']).T
trades.index.name = 'txid'
trades.reset_index(inplace=True)

# append datetime, sort by it
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)
if not trades.empty:

trades.index.name = 'txid'
trades.reset_index(inplace=True)

# set dtypes
for col in ['cost', 'fee', 'margin', 'price', 'time', 'vol']:
trades.loc[:, col] = trades[col].astype(float)
# append datetime, sort by it
trades['dtime'] = pd.to_datetime(trades.time, unit='s')
trades.sort_values('dtime', ascending=ascending, inplace=True)
trades.set_index('dtime', inplace=True)

# set dtypes
for col in ['cost', 'fee', 'margin', 'price', 'time', 'vol']:
trades.loc[:, col] = trades[col].astype(float)

return trades

Expand Down Expand Up @@ -1503,22 +1524,25 @@ def get_ledgers_info(self, aclass=None, asset=None, type='all', start=None,

# create dataframe
ledgers = pd.DataFrame(res['result']['ledger']).T
ledgers.index.name = 'ledger_id'
ledgers.reset_index(inplace=True)

# append datetime, sort by it
ledgers['dtime'] = pd.to_datetime(ledgers.time, unit='s')
ledgers.sort_values('dtime', ascending=ascending, inplace=True)
ledgers.set_index('dtime', inplace=True)

# dtypes
for col in ['amount', 'balance', 'fee']:
ledgers.loc[:, col] = ledgers[col].astype(float)
ledgers.loc[:, 'time'] = ledgers.time.astype(int)

# count
count = res['result']['count']

if not ledgers.empty:

ledgers.index.name = 'ledger_id'
ledgers.reset_index(inplace=True)

# append datetime, sort by it
ledgers['dtime'] = pd.to_datetime(ledgers.time, unit='s')
ledgers.sort_values('dtime', ascending=ascending, inplace=True)
ledgers.set_index('dtime', inplace=True)

# dtypes
for col in ['amount', 'balance', 'fee']:
ledgers.loc[:, col] = ledgers[col].astype(float)
ledgers.loc[:, 'time'] = ledgers.time.astype(int)

return ledgers, count

@crl_sleep
Expand Down Expand Up @@ -1573,18 +1597,21 @@ def query_ledgers(self, id, otp=None, ascending=False):

# create dataframe
ledgers = pd.DataFrame(res['result']).T
ledgers.index.name = 'ledger_id'
ledgers.reset_index(inplace=True)

# append datetime, sort by it
ledgers['dtime'] = pd.to_datetime(ledgers.time, unit='s')
ledgers.sort_values('dtime', ascending=ascending, inplace=True)
ledgers.set_index('dtime', inplace=True)

# dtypes
for col in ['amount', 'balance', 'fee']:
ledgers.loc[:, col] = ledgers[col].astype(float)
ledgers.loc[:, 'time'] = ledgers.time.astype(int)

if not ledgers.empty:

ledgers.index.name = 'ledger_id'
ledgers.reset_index(inplace=True)

# append datetime, sort by it
ledgers['dtime'] = pd.to_datetime(ledgers.time, unit='s')
ledgers.sort_values('dtime', ascending=ascending, inplace=True)
ledgers.set_index('dtime', inplace=True)

# dtypes
for col in ['amount', 'balance', 'fee']:
ledgers.loc[:, col] = ledgers[col].astype(float)
ledgers.loc[:, 'time'] = ledgers.time.astype(int)

return ledgers

Expand Down

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