Created
February 2, 2018 20:17
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python code snippets
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| gdax_times_trades = [] | |
| for msg in gdax_stream_json_msgs: | |
| if msg['type'] == 'trade': | |
| msg_time = pd.to_datetime(msg['time']) | |
| msg_price = float(msg['price']) | |
| gdax_times_trades.append( (msg_time, msg_price) ) | |
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