This program subscribes to a polygon.io websocket and consumes trade data for a given cryptocurrency pair (eg. BTC-USD). The data is used to compile 30-second aggregates containing the following information:
- Ticker
- Aggregate Start Time
- Open Price
- Close Price
- High Price
- Low Price
Example output:
21:14:01 - BTC-USD - open: $42500.00, close: $42474.69, high: $42521.00, low: $42471.19, volume: 4.419786490
To run this program, you will need a Java 11 JDK installed on your machine and included in your classpath. You can download the JDK from AdoptOpenJDK.
Once Java is installed, clone the repository, then use the included Gradle build script to execute the program. There is a run command
that takes in an API key as an argument.
Example: ./gradlew run --args="your_api_key"