halessi / chocolate_road

Low latency cryptocurrency data collecting and messaging in Rust

chocolate_road

Low latency cryptocurrency data gathering and messaging in Rust

Much akin to CCXT, we plan to make this tool three things: 1. Efficient 2. Easy to use 3. Portable across exchanges

The point of this project isn't to make an execution engine (although a fast one would be very nice), but rather gather data for market analysis. We may be able to make use of LEAN instead to construct our trading strategies and plug it in to various exchanges. CCXT may be another option for this as well, as it already has built-in support for lots of crypto exchanges

This project makes use of TectonicDB to store orderbook data in a database efficiently. We also make use of LZMA2 to compress that data further to allow for more data storage.

Environment Variables

• AWS_ACCESS_KEY_ID: AWS Access Key
• AWS_SECRET_ACCESS_KEY: AWS Access Key Secret
• S3_BUCKET: Amazon S3 Bucket to upload to. Defaults to "cuteq"
• S3_STORAGE_CLASS: Amazon S3 Storage class type. Defaults to "STANDARD_IA"
• UPLOAD_PERIOD: Sets the amount of time in seconds we should wait before dumping the tectonicdb database and uploading it. Defaults to 86400 seconds (one day)
• REDIS_AUTH: Redis password
• DTF_DB_PATH: TectonicDB Database where files are written to. Defaults to $HOME/tectonicdb/target/release/db