Sort Swap Markets By Hourly Price Change

# -*- coding: utf-8 -*-

import os
import sys
import asyncio
import time
from pprint import pprint
from datetime import datetime

import ccxt.async_support as ccxt  # noqa: E402
exchange = ccxt.binanceusdm()
timeframe = '1h'
ohlcvs = []


async def fetchOHLCV(symbol):
   '''
   Wrapper around exchange.fetchOHLCV method
   :param str symbol: CCXT unified symbol
   :returns [float|str]: 1d array with a single ohlcv record with the market symbol appended
   '''
   try:
       ohlcv = await exchange.fetchOHLCV(symbol, timeframe, None, 2)
       ohlcv[0].append(symbol)
       ohlcvs.append(ohlcv[0])
   except Exception as e:
       print(f'{symbol} failed fetchOHLCV with exception {e}')


def getPriceChangePercent(ohlcv):
   '''
   Gets the price change of a market as a percentage
   :param [float] ohlcv: A single ohlcv record with the market symbol appended
   :returns [float, str]: The price change as a percent with the symbol for the market
   '''
   open = ohlcv[1]
   close = ohlcv[4]
   symbol = ohlcv[6]
   priceIncrease = close - open
   increaseAsRatio = priceIncrease / open
   return [increaseAsRatio, symbol]


async def main():
   '''
   Gets the price change as a percent of every market matching type over the last timeframe matching timeframe and prints a sorted list.
   The most immediate candle is ignored because it is incomplete
   '''
   start = time.time()

   await exchange.load_markets()
   allSwapSymbols = [symbol for symbol in exchange.symbols if exchange.market(symbol)['swap']]
   await asyncio.gather(*[fetchOHLCV(symbol) for symbol in allSwapSymbols])
   await exchange.close()
   priceChanges = [getPriceChangePercent(ohlcv) for ohlcv in ohlcvs]
   priceChanges.sort()

   end = time.time()
   duration = str(int((end - start) * 1000))
   now = str(datetime.utcnow().isoformat())

   print('python', sys.version)
   print('CCXT Version:', ccxt.__version__)
   print(now + ' iteration 0 passed in ' + duration + ' ms')
   print()
   pprint(priceChanges)


asyncio.run(main())