Support for arbitrary number of days of back history

goxapi.py

@@ -42,6 +42,7 @@
 import logging
 import Queue
 import time
+import datetime
 import traceback
 import threading
 from urllib2 import Request as URLRequest
@@ -158,6 +159,7 @@ class GoxConfig(SafeConfigParser):
                 ,["gox", "load_fulldepth", "True"]
                 ,["gox", "load_history", "True"]
                 ,["gox", "history_timeframe", "15"]
+                ,["gox", "history_length_days", "2"]
                 ,["gox", "secret_key", ""]
                 ,["gox", "secret_secret", ""]
                 ]
@@ -727,7 +729,17 @@ def request_history(self):
 
         # Gox() will have set this field to the timestamp of the last
         # known candle, so we only request data since this time
-        since = self.history_last_candle
+        endtime = datetime.datetime.now()
+        if self.history_last_candle:
+            since = self.history_last_candle
+        else:
+            days = self.config.get_int("gox", "history_length_days")
+            if not days:
+                days = 2
+            starttime = datetime.datetime.now() - datetime.timedelta(days=days)
+            since = int(time.mktime(starttime.timetuple()))
+
+
 
         def history_thread():
             """request trading history"""
@@ -743,16 +755,30 @@ def history_thread():
             self.debug("requesting history")
             use_ssl = self.config.get_bool("gox", "use_ssl")
             proto = {True: "https", False: "http"}[use_ssl]
-            json_hist = http_request("%s://%s/api/2/%s%s/money/trades%s" % (
-                proto,
-                HTTP_HOST,
-                self.curr_base,
-                self.curr_quote,
-                querystring
-            ))
-            history = json.loads(json_hist)
+            data = []
+            while True:
+                try:
+                    json_hist = http_request("%s://%s/api/2/%s%s/money/trades%s" % (
+                        proto,
+                        HTTP_HOST,
+                        self.curr_base,
+                        self.curr_quote,
+                        querystring
+                    ))
+                    history = json.loads(json_hist)
+                    if len(history["data"]) == 0:
+                        break
+                    data  += history["data"]
+                    querystring = "?since=" + data[-1]["tid"]
+                    self.debug("download: %2.2f (days behind)" % ((time.mktime(endtime.timetuple()) - data[-1]["date"])/86400))
+                    if int(data[-1]["date"]) > int(time.mktime(endtime.timetuple())):
+                        break
+                except ValueError:
+                    self.debug("download: bad response, retrying")
+                    time.sleep(1)
+
             if history["result"] == "success":
-                self.signal_fullhistory(self, history["data"])
+                self.signal_fullhistory(self, data)
 
         start_thread(history_thread)