Create market_data.py

models/market_data.py

@@ -0,0 +1,61 @@
+from datetime import datetime
+from typing import List, Dict, Any
+from pydantic import BaseModel, Field
+
+
+class KlineData(BaseModel):
+    timestamp: int
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+
+    @property
+    def datetime(self) -> datetime:
+        return datetime.fromtimestamp(self.timestamp / 1000)
+
+    @classmethod
+    def from_kucoin_data(cls, data: List[Any]) -> "KlineData":
+        return cls(
+            timestamp=int(data[0]),
+            open=float(data[1]),
+            high=float(data[2]),
+            low=float(data[3]),
+            close=float(data[4]),
+            volume=float(data[5]),
+        )
+
+
+class MarketData(BaseModel):
+    symbol: str
+    granularity: int
+    klines: List[KlineData]
+
+    @classmethod
+    def from_kucoin_response(
+        cls, response: Dict[str, Any], symbol: str, granularity: int
+    ):
+        return cls(
+            symbol=symbol,
+            granularity=granularity,
+            klines=[KlineData.from_kucoin_data(k) for k in response.get("data", [])],
+        )
+
+
+class SymbolInfo(BaseModel):
+    symbol: str
+    name: str
+    baseCurrency: str
+    quoteCurrency: str
+    maxLeverage: int
+
+    @classmethod
+    def from_kucoin_data(cls, data: Dict[str, Any]) -> "SymbolInfo":
+        return cls(
+            symbol=data["symbol"],
+            name=data["name"],
+            baseCurrency=data["baseCurrency"],
+            quoteCurrency=data["quoteCurrency"],
+            maxLeverage=int(data["maxLeverage"]),
+        )