0b01 / tectonicdb

Database for L2 orderbook

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Is it possible to store multiple tickers in one database?

ksanderer opened this issue · comments

Can't figure out is it possible to store data from multiple sources?

For example for example if I have streaming data from two platforms:

platform1:
    ETH/BTC
    ETH/USDT

platform2:
    ETH/BTC
    ETH/USDT

How can I handle this with tectonicdb?

Set the symbols to

pl1_eth_btc

platform_quote_base

This is how I do it but there are other ways too.

Probably I'm doing something wrong.

I'm using python wrapper from cli/python/tectonic.py like this:

tectonic = TectonicDB(port=4982)

tectonic.add(quote['timestamp'], quote['seq'], quote['is_trade'], quote['is_bid'], quote['price'], quote['size'])

Where should I place symbol?


And one more question. In the code, there are few interesting methods to analyze the data (candlesticks for example). How can I use them? (I'm using python in my app)

I have edited Python client to support insertion.

Re: postprocessing: I will expose these functions later. For now you can read dtf::Update from file and apply these functions.