maplog
Trading & Mapped Log / Logic Program in Logtalk (SWI Prolog) with Node.js crawling & serving an http+html client running WebGL.
Client Requests & Inputs Facts to a Pengine Server
TODO
- ticker_symbol Protocol: directory_location/1, exchange/1, denomination/1, asset_type/1, name/1
- Save Object Facts as Data Protocols to Folder
- Implement Pengines: Logtalk Style
Data Sources
Ontologies
- FIBO Financial Ontology - This is a GIT Submodule; you'll have to initialize it.
Financial Data
-
Tiingo
-
Edgar
- These feeds are updated every ten minutes Monday through Friday, 6am – 10pm EST. - cron(10 * * * 1,2,3,4,5)
[] Quandl
Max Requests Per Hour 20,000 Max Requests Per Day 150,000
Rates & Triggers
-
Rate-Limiting Queue logtalk queue module
-
[ ]
-
User triggers a selective scrape.
-
Runs the scraper once daily.
-
cron jobs stored in /etc/crontab.
Storage
Files are stored in:
/data/<exchange>/<ticker_symbol>/<klines, trades, orders, filings>
Representation
Time is always represented in ISO-8601 format ...
19790201T220000PT1MZ --> Time period of February 1st, 1979 at 10:00 — until 1 minutes' time later, UTC
File API
*K-lines (Candlesticks)
Time, Open, High, Low, Close, Volume
Trades
Time, Price, Quantity, Buy/Sell, ID, Buyer_is_Maker, Trade_is_Best_Price_Match