Data Collection Service

The Data Collection Service is a Python application that collects market data from the Binance API and stores it in ClickHouse. The service runs in a Docker container, making it easy to set up and use.

Features:

receiving real-time data on all coins from Binance-Futures (candles tf:"1m")
automatic validation and filling missed candles in data
automatic loading of history
automatic removal of duplicates

Requirements

Python 3.8 or higher
Cryptofeed
ClickHouse
Docker (if running in a Docker container)

Installation

Getting Started

Configuration

Before using the Data Collection Service, you'll need to set up a configuration file named config.yaml. This file should be placed in the ./app directory of the project. You can use the provided config_sample.yaml as a starting point.

Using Docker

To start the application services, navigate to the root directory of the project in your terminal and run the following command:

docker-compose up

This will start the data collector and data quality check services, as well as the ClickHouse database service. You should see the logs of the services in the terminal.

Accessing the Application

Once the services are up and running, you can access the application at http://localhost:8123. This will open the ClickHouse web interface, where you can query the data that was collected and perform other database-related tasks.

Stopping the Services

To stop the application services, press Ctrl+C in the terminal where you started the services. This will stop and remove the containers, but the data in the data directory will persist.

Customizing the Configuration

You can customize the services by modifying the docker-compose.yaml file. For example, you can change the image names or build contexts, adjust the container volumes, or set environment variables. Please refer to the Docker Compose documentation for more information on the available configuration options.

Sample Code Use

Selecting Last 5000 Candles:

python

import clickhouse_driver

with clickhouse_driver.Client(host='localhost', port=9000) as ch:
    # select last 5000 candles
    query = f'SELECT * FROM binance_data.candles FINAL ORDER BY timestamp DESC LIMIT 5000'
    result = ch.execute(query)

print(result[:2])

output:

[('BINANCE_FUTURES',
  'BTC-USDT-PERP',
  datetime.datetime(2023, 2, 21, 20, 39),
  datetime.datetime(2023, 2, 21, 20, 39, 59),
  1677011968.0,
  '1m',
  1880,
  24490.400390625,
  24509.099609375,
  24509.30078125,
  24482.599609375,
  214.322,
  datetime.datetime(2023, 2, 21, 20, 40),
  datetime.datetime(2023, 2, 21, 20, 40)),
 ('BINANCE_FUTURES',
  'BTC-USDT-PERP',
  datetime.datetime(2023, 2, 21, 20, 40),
  datetime.datetime(2023, 2, 21, 20, 40, 59),
  1677012096.0,
  '1m',
  2062,
  24509.099609375,
  24511.19921875,
  24523.69921875,
  24507.5,
  183.713,
  datetime.datetime(2023, 2, 21, 20, 41),
  datetime.datetime(2023, 2, 21, 20, 41))]

Selecting All Candles of a Certain Coin:

import clickhouse_driver

with clickhouse_driver.Client(host='localhost', port=9000) as ch:
    # select all candles of a certain coin
    symbol = 'BTC-USDT-PERP'
    query = '''SELECT * FROM binance_data.candles FINAL WHERE symbol = %(symbol)s'''
    result = ch.execute(query, {'symbol': symbol,})

Project Structure

The project has the following structure:

data-collection-service/
├── app/
│   ├── config_sample.yaml
│   ├── data_collector.py
│   ├── data_quality_check.py
|   └── load_history.py
├── docker-compose.yaml
└── README.md

The app directory contains the configuration file and the Python scripts for the data collector and data quality check services.
The docker-compose.yaml file defines the services and their dependencies.

data_collector.py

The data_collector.py script collects candle data from Binance futures and stores it in ClickHouse.

data_quality_check.py

The data_quality_check.py script checks the data quality of the candle data in ClickHouse.

load_history.py

This is a script that collects market data from the Binance exchange and stores it in a database called ClickHouse. The script is also configured using a file named "config.yaml", which contains settings such as the start date for collecting data and whether or not to load historical data.

Alex-Lekov / trade-data-collection-service