Batch fetch operations

I see following three unified API operations which would ideally have their batch equivalent:

• fetchOrderBook (symbol): Fetch an order book for a particular product trading symbol.
• fetchTrades (symbol): Fetch recent trades for a particular trading symbol.
• fetchTicker (symbol): Fetch latest ticker data by trading symbol.

I’m using python syntax

Thus for example istead of:

ex = some_exchange
ex.fetchTicker("BTC/ETH"), ex.fetchTicker("DSH/BTC")

I could write (executor would be instace of https://docs.python.org/3/library/concurrent.futures.html):

ex.batchFetchTicker(["BTC/ETH", "DSH/BTC"], executor=exec)

Or by using asyncio and python3.5+ syntax:

await ex.batchFetchTicker(["BTC/ETH", "DSH/BTC"])

Some markets implement batch REST API, for example kraken uses comma separated symbol lists. Others like GDAX have no such option, and this method could be implemented in fallback mode using fetchX functions (with taking care of concurrent HTTP request, and not executing them sequentially).

[Nilotaviano]

First of all, sorry if I’m posting this in the wrong place. I’ve seen you implemented fetchTickers for some exchanges, I’m just wondering if you are planning to do the same for bittrex and poloniex. I may be able to do it at night, if you take pull requests.

[nmiculinic]

Regading asycio, I have a suggestion. Reading your code, the only function doing HTTP IO is fetch. This one could be made async using python’s aiohttp; examples of which are many online. Consequently, every other function depending on it becomes a coroutine from load_products to everything else. Thus instead of having

a = fetch(....)

You’d have

a = await fetch(..)

which doesn’t seem to hard to integrate into the transpiler. Maybe you could create new module aioccxt for users who’d like asyncio capabilities with python3.5+ API (async/await)